+138.4%
EWZ vs TNA
+831.3%
-692.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.6% | -7.7% | -0.8% |
| 7D | +1.4% | +2.3% | -0.9% | +0.3% |
| 30D | -25.1% | +1.4% | -26.5% | -26.0% |
| 3M | -7.7% | -21.1% | +13.4% | -2.1% |
| 6M | -15.8% | -9.4% | -6.5% | -15.1% |
| YTD | +3.6% | +29.6% | -26.0% | -7.0% |
| 1Y | +5.5% | +34.6% | -29.1% | -6.9% |
| 3Y | +22.1% | +155.9% | -133.8% | -21.9% |
| 5Y | +58.3% | -44.2% | +102.5% | +40.4% |
| 10Y | +50.3% | +63.7% | -13.4% | -30.1% |
| All | +138.4% | +831.3% | -692.9% | -65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling