+55.0%
EWZ vs TTMI
+804.2%
-749.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.8% | -9.6% | -2.0% |
| 7D | +6.5% | +5.9% | +0.6% | +5.6% |
| 30D | +4.8% | -4.3% | +9.2% | +5.1% |
| 3M | +9.9% | -32.0% | +41.9% | +14.6% |
| 6M | +1.9% | +19.5% | -17.5% | -4.6% |
| YTD | +20.3% | +82.0% | -61.7% | +4.4% |
| 1Y | +35.6% | +172.6% | -137.0% | +8.2% |
| 3Y | +43.4% | +744.7% | -701.2% | -10.0% |
| All | +55.0% | +804.2% | -749.3% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling