+176.7%
EWZ vs TNA
+1,004.3%
-827.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | +6.5% | -0.1% | +6.6% | +6.5% |
| 30D | +4.8% | -4.9% | +9.8% | +6.2% |
| 3M | +9.9% | +0.4% | +9.5% | +8.8% |
| 6M | +1.9% | +32.5% | -30.6% | -7.8% |
| YTD | +20.3% | +53.7% | -33.4% | +3.7% |
| 1Y | +35.6% | +65.1% | -29.5% | +12.8% |
| 3Y | +43.4% | +98.4% | -55.0% | -0.4% |
| 5Y | +55.9% | -22.5% | +78.4% | +25.3% |
| 10Y | +84.2% | +82.5% | +1.6% | -16.6% |
| All | +176.7% | +1,004.3% | -827.6% | -61.0% |
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