+18.6%
EWZ vs TW
+298.0%
-279.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.3% |
| 7D | +0.1% | +3.2% | -3.1% | -0.8% |
| 30D | -25.9% | +19.7% | -45.6% | -29.6% |
| 3M | -6.1% | +26.8% | -33.0% | -12.4% |
| 6M | -16.1% | +20.9% | -37.0% | -21.2% |
| YTD | +1.0% | +22.9% | -21.9% | -6.5% |
| 1Y | 0.0% | +20.4% | -20.4% | -6.9% |
| 3Y | +16.8% | +42.9% | -26.0% | -0.6% |
| 5Y | +52.1% | +40.2% | +11.8% | +28.4% |
| All | +18.6% | +298.0% | -279.4% | -34.6% |
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