+43.6%
EWZ vs TPR
+383.4%
-339.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.0% |
| 7D | -1.5% | +14.2% | -15.7% | -5.4% |
| 30D | -24.5% | +17.1% | -41.6% | -28.2% |
| 3M | -10.7% | -17.7% | +7.0% | -6.5% |
| 6M | -19.1% | -10.2% | -8.9% | -17.9% |
| YTD | +1.6% | +4.9% | -3.3% | -2.2% |
| 1Y | +4.3% | +36.1% | -31.8% | -7.5% |
| 3Y | +19.0% | +416.5% | -397.5% | -35.2% |
| 5Y | +57.7% | +254.8% | -197.1% | -7.4% |
| All | +43.6% | +383.4% | -339.8% | -37.6% |
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