+60.8%
EWZ vs TPR
+386.9%
-326.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | +1.3% | +12.1% | -10.7% | -2.1% |
| 30D | -26.2% | +16.7% | -42.8% | -29.7% |
| 3M | -8.6% | -17.4% | +8.7% | -4.4% |
| 6M | -17.0% | +2.3% | -19.3% | -18.9% |
| YTD | +2.2% | +7.1% | -5.0% | -2.2% |
| 1Y | +2.7% | +29.5% | -26.8% | -7.5% |
| 3Y | +18.2% | +415.0% | -396.9% | -35.6% |
| 5Y | +56.0% | +261.5% | -205.5% | -9.0% |
| 10Y | +60.8% | +383.3% | -322.5% | -31.5% |
| All | +60.8% | +386.9% | -326.1% | -31.5% |
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