+2.1%
EWZ vs TNA
+27.1%
-25.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.6% |
| 7D | +0.8% | +3.7% | -3.0% | -0.2% |
| 30D | -24.4% | +4.4% | -28.7% | -25.7% |
| 3M | -4.6% | -26.7% | +22.1% | +2.3% |
| 6M | -11.6% | -12.8% | +1.3% | -10.3% |
| YTD | +2.4% | +22.7% | -20.3% | -6.2% |
| 1Y | +2.1% | +35.7% | -33.6% | -8.8% |
| All | +2.1% | +27.1% | -25.1% | -8.8% |
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