+54.2%
EWZ vs TRI
+0.5%
+53.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.3% | +1.4% |
| 7D | +0.8% | -2.9% | +3.7% | +0.9% |
| 30D | -24.4% | +3.7% | -28.1% | -24.6% |
| 3M | -4.6% | +3.7% | -8.3% | -5.0% |
| 6M | -11.6% | +35.1% | -46.7% | -15.1% |
| YTD | +2.4% | -14.0% | +16.4% | +6.1% |
| 1Y | +2.1% | -19.0% | +21.0% | +7.3% |
| 3Y | +18.7% | -12.0% | +30.7% | +17.3% |
| All | +54.2% | +0.5% | +53.7% | +45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling