+54.2%
EWZ vs TTMI
+416.2%
-362.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.9% | +4.3% | +1.7% |
| 7D | +0.8% | +11.4% | -10.6% | -0.7% |
| 30D | -24.4% | -28.3% | +3.9% | -22.2% |
| 3M | -4.6% | -46.7% | +42.1% | +1.6% |
| 6M | -11.6% | -56.1% | +44.6% | -4.6% |
| YTD | +2.4% | +7.4% | -5.0% | -6.4% |
| 1Y | +2.1% | +17.4% | -15.3% | -8.7% |
| 3Y | +18.7% | +429.1% | -410.4% | -22.3% |
| All | +54.2% | +416.2% | -362.1% | -9.0% |
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