+95.3%
EWZ vs TRI
+196.1%
-100.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.5% | +8.5% | +4.0% |
| 7D | +5.6% | -7.1% | +12.7% | +7.7% |
| 30D | +9.3% | -2.3% | +11.6% | +9.4% |
| 3M | +15.7% | +19.6% | -3.9% | +6.3% |
| 6M | +7.4% | -8.7% | +16.1% | +8.2% |
| YTD | +22.7% | -22.3% | +44.9% | +31.4% |
| 1Y | +36.4% | -40.7% | +77.1% | +66.5% |
| 3Y | +50.4% | -17.8% | +68.2% | +46.4% |
| 5Y | +67.6% | -8.5% | +76.1% | +48.2% |
| All | +95.3% | +196.1% | -100.8% | -13.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling