+8.1%
EWZ vs TRI
-22.4%
+30.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.4% | -4.8% | +1.9% |
| 7D | -4.1% | +1.0% | -5.1% | -4.0% |
| 30D | -25.0% | +20.8% | -45.7% | -24.0% |
| 3M | -10.6% | +8.1% | -18.7% | -9.9% |
| 6M | -16.6% | +24.2% | -40.8% | -15.4% |
| YTD | +2.5% | -7.8% | +10.2% | +4.4% |
| 1Y | +8.1% | -16.7% | +24.7% | +12.1% |
| All | +8.1% | -22.4% | +30.5% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1y: compounded portfolio wealth divided by compounded TRI 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…
1y analysis · Full analysis span regression · 6 months rolling