+60.8%
EWZ vs TMF
-82.2%
+143.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | -1.7% |
| 7D | +1.3% | -1.1% | +2.4% | +1.3% |
| 30D | -26.2% | +11.8% | -38.0% | -25.6% |
| 3M | -8.6% | -4.0% | -4.6% | -8.8% |
| 6M | -17.0% | -16.5% | -0.5% | -17.9% |
| YTD | +2.2% | -19.9% | +22.1% | +0.8% |
| 1Y | +2.7% | -25.6% | +28.2% | +0.7% |
| 3Y | +18.2% | -29.9% | +48.1% | +17.0% |
| 5Y | +56.0% | -88.2% | +144.3% | +18.5% |
| 10Y | +60.8% | -81.7% | +142.5% | +28.8% |
| All | +60.8% | -82.2% | +143.0% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling