+352.0%
EWZ vs TTMI
+220.0%
+132.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.9% | -6.2% | -0.6% |
| 7D | -1.5% | -19.8% | +18.3% | +2.3% |
| 30D | -24.5% | -48.1% | +23.6% | -16.4% |
| 3M | -10.7% | -51.2% | +40.5% | -0.6% |
| 6M | -19.1% | -59.6% | +40.5% | -8.5% |
| YTD | +1.6% | -3.6% | +5.2% | -6.1% |
| 1Y | +4.3% | -2.3% | +6.6% | -4.8% |
| 3Y | +19.0% | +369.4% | -350.4% | -24.5% |
| 5Y | +57.7% | +365.4% | -307.8% | -2.9% |
| 10Y | +51.3% | +413.2% | -361.9% | -11.8% |
| All | +352.0% | +220.0% | +132.0% | +98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling