+60.1%
EWZ vs TNA
-22.1%
+82.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | -0.6% |
| 7D | -0.1% | -3.6% | +3.5% | +0.6% |
| 30D | +8.2% | -10.1% | +18.2% | +10.2% |
| 3M | +13.3% | +2.7% | +10.6% | +12.3% |
| 6M | +3.6% | +38.4% | -34.8% | -3.4% |
| YTD | +21.0% | +45.4% | -24.5% | +11.5% |
| 1Y | +34.7% | +55.9% | -21.3% | +21.7% |
| 3Y | +48.3% | +109.8% | -61.5% | +18.4% |
| 5Y | +60.1% | -22.5% | +82.6% | +42.0% |
| All | +60.1% | -22.1% | +82.2% | +42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling