0.0%
EWZ vs TTMI
+10.2%
-10.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.0% | -1.8% |
| 7D | +0.1% | +22.6% | -22.5% | -1.4% |
| 30D | -25.9% | -34.3% | +8.4% | -23.8% |
| 3M | -6.1% | -44.8% | +38.6% | -2.2% |
| 6M | -16.1% | -53.3% | +37.2% | -12.3% |
| YTD | +1.0% | +10.6% | -9.6% | -5.1% |
| 1Y | 0.0% | +8.2% | -8.2% | -6.4% |
| All | 0.0% | +10.2% | -10.2% | -6.4% |
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 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