+786.4%
EWZ vs TRI
+561.6%
+224.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.7% | +2.5% |
| 7D | +6.5% | -0.5% | +7.0% | +6.5% |
| 30D | +4.8% | +7.9% | -3.0% | -0.6% |
| 3M | +9.9% | +24.1% | -14.2% | -7.6% |
| 6M | +1.9% | +3.8% | -1.9% | -7.1% |
| YTD | +20.3% | -16.9% | +37.2% | +22.7% |
| 1Y | +35.6% | -38.4% | +74.0% | +68.5% |
| 3Y | +43.4% | -12.2% | +55.6% | +32.2% |
| 5Y | +55.9% | -1.8% | +57.7% | +27.4% |
| 10Y | +84.2% | +207.6% | -123.5% | -38.6% |
| All | +786.4% | +561.6% | +224.8% | +64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling