+50.4%
EWZ vs TMF
-69.1%
+119.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.4% |
| 7D | -4.2% | +2.7% | -6.9% | -3.8% |
| 30D | -26.1% | +19.3% | -45.5% | -24.3% |
| 3M | -12.0% | -3.7% | -8.4% | -12.3% |
| 6M | -19.3% | -11.3% | -7.9% | -20.4% |
| YTD | +0.9% | -16.6% | +17.5% | -1.2% |
| 1Y | +3.4% | -21.1% | +24.5% | +0.4% |
| 3Y | +18.6% | -26.8% | +45.4% | +16.2% |
| 5Y | +56.6% | -88.0% | +144.6% | +13.2% |
| 10Y | +50.3% | -84.7% | +135.0% | +24.6% |
| All | +50.4% | -69.1% | +119.5% | +81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling