+57.8%
EWZ vs TSN
-14.6%
+72.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | -1.5% | +4.6% | -6.1% | -2.4% |
| 30D | -24.5% | +15.4% | -40.0% | -26.8% |
| 3M | -10.7% | +2.9% | -13.6% | -11.4% |
| 6M | -19.1% | -10.8% | -8.3% | -17.3% |
| YTD | +1.6% | +4.5% | -2.8% | 0.0% |
| 1Y | +4.3% | +19.5% | -15.2% | -0.5% |
| 3Y | +19.0% | +42.2% | -23.2% | +7.8% |
| All | +57.8% | -14.6% | +72.4% | +57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling