+2.7%
EWZ vs TLN
-8.6%
+11.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | +1.3% | +1.1% | +0.2% | +1.1% |
| 30D | -26.2% | -4.6% | -21.6% | -25.7% |
| 3M | -8.6% | +5.2% | -13.9% | -9.9% |
| 6M | -17.0% | -6.5% | -10.5% | -17.3% |
| YTD | +2.2% | -3.6% | +5.8% | 0.0% |
| 1Y | +2.7% | -8.2% | +10.9% | +1.7% |
| All | +2.7% | -8.6% | +11.2% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TLN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling