+43.6%
EWZ vs TSN
+14.3%
+29.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -1.5% | +4.6% | -6.1% | -3.0% |
| 30D | -24.5% | +15.4% | -40.0% | -28.1% |
| 3M | -10.7% | +2.9% | -13.6% | -11.7% |
| 6M | -19.1% | -10.8% | -8.3% | -16.4% |
| YTD | +1.6% | +4.5% | -2.8% | -0.9% |
| 1Y | +4.3% | +19.5% | -15.2% | -3.2% |
| 3Y | +19.0% | +42.2% | -23.2% | +1.7% |
| 5Y | +57.7% | -14.2% | +71.9% | +59.4% |
| All | +43.6% | +14.3% | +29.3% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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