+67.6%
EWZ vs TTMI
+425.0%
-357.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.0% | -8.1% | -0.9% |
| 7D | +0.6% | +7.2% | -6.7% | -1.4% |
| 30D | -25.5% | -28.7% | +3.2% | -22.2% |
| 3M | -4.5% | -39.8% | +35.3% | +2.5% |
| 6M | -15.3% | -51.7% | +36.4% | -6.8% |
| YTD | +3.1% | +14.1% | -11.0% | -11.8% |
| 1Y | +1.2% | +16.0% | -14.7% | -14.8% |
| 3Y | +19.3% | +452.7% | -433.4% | -39.9% |
| 5Y | +52.3% | +451.5% | -399.2% | -27.9% |
| All | +67.6% | +425.0% | -357.4% | -26.4% |
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