+27.6%
EWZ vs TLN
+630.2%
-602.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.1% | -6.4% | +0.1% |
| 7D | -1.5% | -1.3% | -0.2% | -1.5% |
| 30D | -24.5% | -10.5% | -14.0% | -23.9% |
| 3M | -10.7% | +0.1% | -10.8% | -11.1% |
| 6M | -19.1% | -17.4% | -1.7% | -18.4% |
| YTD | +1.6% | -9.7% | +11.3% | +1.2% |
| 1Y | +4.3% | -12.3% | +16.5% | +4.0% |
| 3Y | +19.0% | +528.3% | -509.3% | +0.4% |
| All | +27.6% | +630.2% | -602.6% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling