+448.1%
EWZ vs TPR
+7,380.8%
-6,932.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +6.5% | -2.3% | +8.8% | +7.3% |
| 30D | +4.8% | -23.0% | +27.8% | +13.5% |
| 3M | +9.9% | -12.5% | +22.4% | +13.6% |
| 6M | +1.9% | -21.4% | +23.4% | +8.8% |
| YTD | +20.3% | -3.5% | +23.8% | +19.2% |
| 1Y | +35.6% | +17.4% | +18.3% | +24.8% |
| 3Y | +43.4% | +291.3% | -247.8% | -17.6% |
| 5Y | +55.9% | +241.9% | -186.0% | -11.2% |
| 10Y | +84.2% | +322.7% | -238.5% | -16.4% |
| All | +448.1% | +7,380.8% | -6,932.6% | +10.1% |
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