+67.0%
EWZ vs TPR
+378.8%
-311.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.4% |
| 7D | +0.6% | +6.4% | -5.8% | -1.4% |
| 30D | -25.5% | +13.8% | -39.2% | -28.5% |
| 3M | -4.5% | -16.6% | +12.1% | -0.4% |
| 6M | -15.3% | +0.7% | -16.0% | -16.8% |
| YTD | +3.1% | +5.3% | -2.3% | -0.9% |
| 1Y | +1.2% | +32.4% | -31.1% | -9.4% |
| 3Y | +19.3% | +406.4% | -387.1% | -34.7% |
| 5Y | +52.3% | +227.9% | -175.7% | -8.0% |
| 10Y | +67.0% | +371.7% | -304.7% | -28.8% |
| All | +67.0% | +378.8% | -311.8% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling