+20.0%
EWZ vs TW
+291.9%
-272.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.7% |
| 7D | +1.3% | +3.1% | -1.8% | +0.5% |
| 30D | -26.2% | +16.7% | -42.9% | -29.4% |
| 3M | -8.6% | +25.2% | -33.8% | -14.4% |
| 6M | -17.0% | +19.5% | -36.5% | -21.8% |
| YTD | +2.2% | +21.0% | -18.8% | -5.1% |
| 1Y | +2.7% | +19.0% | -16.3% | -4.1% |
| 3Y | +18.2% | +40.7% | -22.5% | +1.0% |
| 5Y | +56.0% | +40.1% | +15.9% | +31.4% |
| All | +20.0% | +291.9% | -272.0% | -33.5% |
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