+36.4%
EWZ vs TTMI
+170.6%
-134.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.0% | -1.0% | +1.7% |
| 7D | +5.6% | +12.2% | -6.6% | +4.4% |
| 30D | +9.3% | -5.7% | +15.0% | +9.7% |
| 3M | +15.7% | -27.5% | +43.2% | +18.5% |
| 6M | +7.4% | +47.1% | -39.7% | -1.2% |
| YTD | +22.7% | +87.5% | -64.8% | +10.6% |
| 1Y | +36.4% | +175.2% | -138.8% | +17.7% |
| All | +36.4% | +170.6% | -134.2% | +17.7% |
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