+55.0%
EWZ vs TMF
-87.5%
+142.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | +6.5% | -1.4% | +7.9% | +6.6% |
| 30D | +4.8% | -2.8% | +7.7% | +5.0% |
| 3M | +9.9% | -10.9% | +20.8% | +10.6% |
| 6M | +1.9% | -21.3% | +23.3% | +3.3% |
| YTD | +20.3% | -15.9% | +36.2% | +21.4% |
| 1Y | +35.6% | -15.7% | +51.4% | +36.7% |
| 3Y | +43.4% | -43.4% | +86.8% | +45.1% |
| All | +55.0% | -87.5% | +142.5% | +60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling