+50.3%
EWZ vs TTMI
+476.8%
-426.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +13.3% | -11.3% | -0.7% |
| 7D | +1.4% | -1.6% | +3.0% | +1.0% |
| 30D | -25.1% | -37.7% | +12.6% | -19.5% |
| 3M | -7.7% | -45.1% | +37.4% | +1.1% |
| 6M | -15.8% | -52.1% | +36.3% | -7.4% |
| YTD | +3.6% | +9.2% | -5.6% | -10.4% |
| 1Y | +5.5% | +12.9% | -7.4% | -10.7% |
| 3Y | +22.1% | +445.5% | -423.4% | -38.1% |
| 5Y | +58.3% | +427.9% | -369.5% | -23.8% |
| 10Y | +50.3% | +449.9% | -399.6% | -31.5% |
| All | +50.3% | +476.8% | -426.5% | -31.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling