+8.1%
EWZ vs TTMI
+9.6%
-1.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -10.1% | +11.7% | +2.3% |
| 7D | -4.1% | -19.2% | +15.1% | -2.7% |
| 30D | -25.0% | -44.9% | +19.9% | -21.6% |
| 3M | -10.6% | -44.7% | +34.1% | -6.9% |
| 6M | -16.6% | -53.4% | +36.8% | -12.9% |
| YTD | +2.5% | +6.3% | -3.9% | -3.1% |
| 1Y | +8.1% | +10.7% | -2.6% | +1.2% |
| All | +8.1% | +9.6% | -1.5% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 1y: compounded portfolio wealth divided by compounded TTMI 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…
1y analysis · Full analysis span regression · 6 months rolling