+84.1%
EWZ vs TPG
+85.9%
-1.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.3% | +5.3% | +2.6% |
| 7D | +5.6% | -2.9% | +8.4% | +6.1% |
| 30D | +9.3% | +5.0% | +4.2% | +8.0% |
| 3M | +15.7% | +24.9% | -9.2% | +10.1% |
| 6M | +7.4% | +21.1% | -13.6% | +2.7% |
| YTD | +22.7% | -17.3% | +39.9% | +26.0% |
| 1Y | +36.4% | -9.8% | +46.2% | +37.1% |
| 3Y | +50.4% | +95.4% | -45.0% | +24.5% |
| All | +84.1% | +85.9% | -1.8% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TPG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling