+44.1%
EWZ vs TW
+211.4%
-167.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.0% | +5.0% | +2.8% |
| 7D | +5.6% | -3.5% | +9.1% | +6.5% |
| 30D | +9.3% | +0.5% | +8.8% | +8.9% |
| 3M | +15.7% | +4.9% | +10.8% | +13.1% |
| 6M | +7.4% | -17.1% | +24.5% | +12.2% |
| YTD | +22.7% | -3.9% | +26.5% | +21.7% |
| 1Y | +36.4% | -13.3% | +49.6% | +39.7% |
| 3Y | +50.4% | +20.9% | +29.5% | +33.1% |
| 5Y | +67.6% | +20.5% | +47.1% | +45.1% |
| All | +44.1% | +211.4% | -167.4% | -14.8% |
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