+84.1%
EWZ vs TTMI
+1,093.3%
-1,009.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.0% | -1.0% | +1.3% |
| 7D | +5.6% | +12.2% | -6.6% | +2.8% |
| 30D | +9.3% | -5.7% | +15.0% | +10.0% |
| 3M | +15.7% | -27.5% | +43.2% | +21.5% |
| 6M | +7.4% | +47.1% | -39.7% | -7.2% |
| YTD | +22.7% | +87.5% | -64.8% | -2.1% |
| 1Y | +36.4% | +175.2% | -138.8% | -3.7% |
| 3Y | +50.4% | +901.9% | -851.5% | -30.5% |
| 5Y | +67.6% | +843.5% | -775.8% | -25.5% |
| 10Y | +84.1% | +1,077.0% | -992.9% | -28.2% |
| All | +84.1% | +1,093.3% | -1,009.2% | -28.2% |
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 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