+91.2%
EWZ vs TNA
+84.1%
+7.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.3% | +2.1% |
| 7D | +1.1% | -7.6% | +8.7% | +3.2% |
| 30D | +13.5% | -13.6% | +27.1% | +17.8% |
| 3M | +15.2% | +2.8% | +12.4% | +13.6% |
| 6M | +3.7% | +34.5% | -30.8% | -5.6% |
| YTD | +22.5% | +41.0% | -18.5% | +9.6% |
| 1Y | +35.3% | +52.0% | -16.8% | +17.1% |
| 3Y | +50.2% | +103.5% | -53.3% | +7.2% |
| 5Y | +64.6% | -22.5% | +87.1% | +36.9% |
| All | +91.2% | +84.1% | +7.1% | -6.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling