+21.7%
EWZ vs TW
+287.8%
-266.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.9% |
| 7D | +1.4% | +3.4% | -2.0% | +0.5% |
| 30D | -25.1% | +15.5% | -40.6% | -28.1% |
| 3M | -7.7% | +25.1% | -32.9% | -13.6% |
| 6M | -15.8% | +18.2% | -34.0% | -20.5% |
| YTD | +3.6% | +19.7% | -16.1% | -3.4% |
| 1Y | +5.5% | +18.1% | -12.6% | -1.3% |
| 3Y | +22.1% | +40.5% | -18.4% | +4.3% |
| 5Y | +58.3% | +37.1% | +21.3% | +34.4% |
| All | +21.7% | +287.8% | -266.1% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling