+359.8%
EWZ vs TPR
+8,117.6%
-7,757.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.1% | -8.6% | -3.9% |
| 7D | -4.2% | +13.9% | -18.0% | -8.4% |
| 30D | -26.1% | +14.9% | -41.1% | -29.8% |
| 3M | -12.0% | -15.4% | +3.3% | -8.3% |
| 6M | -19.3% | -4.5% | -14.8% | -19.8% |
| YTD | +0.9% | +6.0% | -5.1% | -3.7% |
| 1Y | +3.4% | +24.3% | -20.9% | -7.0% |
| 3Y | +18.6% | +412.8% | -394.2% | -38.3% |
| 5Y | +56.6% | +258.4% | -201.9% | -12.5% |
| 10Y | +50.3% | +396.8% | -346.5% | -35.9% |
| All | +359.8% | +8,117.6% | -7,757.8% | -11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling