+432.5%
EWZ vs TSN
+765.0%
-332.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.5% |
| 7D | +6.5% | -6.3% | +12.8% | +8.7% |
| 30D | +4.8% | -10.8% | +15.7% | +8.7% |
| 3M | +9.9% | -8.8% | +18.6% | +12.7% |
| 6M | +1.9% | -16.8% | +18.8% | +7.5% |
| YTD | +20.3% | -10.0% | +30.3% | +23.4% |
| 1Y | +35.6% | -5.3% | +40.9% | +36.2% |
| 3Y | +43.4% | +8.5% | +34.9% | +35.8% |
| 5Y | +55.9% | -22.9% | +78.9% | +62.2% |
| 10Y | +84.2% | -12.6% | +96.8% | +75.8% |
| All | +432.5% | +765.0% | -332.4% | +145.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling