+50.4%
EWZ vs TNA
+117.1%
-66.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.2% |
| 7D | +5.6% | +4.1% | +1.5% | +4.8% |
| 30D | +9.3% | -7.6% | +16.9% | +10.8% |
| 3M | +15.7% | +8.1% | +7.6% | +13.5% |
| 6M | +7.4% | +49.0% | -41.6% | -1.2% |
| YTD | +22.7% | +51.7% | -29.0% | +12.2% |
| 1Y | +36.4% | +59.6% | -23.2% | +22.7% |
| 3Y | +50.4% | +118.9% | -68.5% | +21.7% |
| All | +50.4% | +117.1% | -66.7% | +21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling