+67.0%
EWZ vs TT
+748.9%
-681.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.5% |
| 7D | +0.6% | +3.5% | -2.9% | -1.0% |
| 30D | -25.5% | -11.0% | -14.5% | -22.0% |
| 3M | -4.5% | -12.0% | +7.5% | +0.3% |
| 6M | -15.3% | -10.4% | -4.9% | -12.3% |
| YTD | +3.1% | +9.9% | -6.8% | -3.2% |
| 1Y | +1.2% | +1.5% | -0.3% | -1.5% |
| 3Y | +19.3% | +93.7% | -74.4% | -19.1% |
| 5Y | +52.3% | +139.2% | -87.0% | -11.3% |
| 10Y | +67.0% | +741.5% | -674.5% | -53.5% |
| All | +67.0% | +748.9% | -681.9% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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