+57.8%
EWZ vs TMF
-88.0%
+145.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -1.5% | +1.2% | -2.7% | -1.5% |
| 30D | -24.5% | +19.7% | -44.3% | -25.4% |
| 3M | -10.7% | -2.1% | -8.6% | -10.6% |
| 6M | -19.1% | -13.4% | -5.6% | -18.5% |
| YTD | +1.6% | -16.7% | +18.4% | +2.6% |
| 1Y | +4.3% | -23.3% | +27.6% | +5.7% |
| 3Y | +19.0% | -24.8% | +43.8% | +20.2% |
| All | +57.8% | -88.0% | +145.8% | +61.7% |
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