+346.7%
EWZ vs TT
+4,191.5%
-3,844.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | +0.8% |
| 7D | -4.2% | -9.0% | +4.8% | +0.6% |
| 30D | -26.1% | -17.6% | -8.5% | -18.6% |
| 3M | -12.0% | -18.7% | +6.6% | -2.7% |
| 6M | -19.3% | -17.4% | -1.8% | -12.2% |
| YTD | +0.9% | +1.5% | -0.6% | -2.4% |
| 1Y | +3.4% | -9.4% | +12.8% | +6.1% |
| 3Y | +18.6% | +85.1% | -66.5% | -21.2% |
| 5Y | +56.6% | +125.7% | -69.2% | -11.2% |
| 10Y | +50.3% | +757.3% | -707.0% | -61.6% |
| All | +346.7% | +4,191.5% | -3,844.7% | -55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling