+8.1%
EWZ vs TNA
+37.5%
-29.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.4% | -2.8% | +0.6% |
| 7D | -4.1% | +2.4% | -6.5% | -4.7% |
| 30D | -25.0% | -0.9% | -24.1% | -24.9% |
| 3M | -10.6% | -19.2% | +8.6% | -6.1% |
| 6M | -16.6% | -0.8% | -15.8% | -17.8% |
| YTD | +2.5% | +33.2% | -30.7% | -7.3% |
| 1Y | +8.1% | +38.5% | -30.4% | -3.3% |
| All | +8.1% | +37.5% | -29.4% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 1y: compounded portfolio wealth divided by compounded TNA 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…
1y analysis · Full analysis span regression · 6 months rolling