+55.0%
EWZ vs TT
+140.2%
-85.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | +6.5% | -0.2% | +6.7% | +6.5% |
| 30D | +4.8% | -7.4% | +12.2% | +6.7% |
| 3M | +9.9% | -3.2% | +13.1% | +10.4% |
| 6M | +1.9% | +1.1% | +0.8% | +1.1% |
| YTD | +20.3% | +15.6% | +4.7% | +15.7% |
| 1Y | +35.6% | +9.2% | +26.5% | +32.0% |
| 3Y | +43.4% | +124.4% | -80.9% | +14.6% |
| All | +55.0% | +140.2% | -85.2% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling