+36.4%
EWZ vs TW
-13.1%
+49.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.0% | +5.0% | +1.6% |
| 7D | +5.6% | -3.5% | +9.1% | +5.2% |
| 30D | +9.3% | +0.5% | +8.8% | +9.3% |
| 3M | +15.7% | +4.9% | +10.8% | +15.9% |
| 6M | +7.4% | -17.1% | +24.5% | +7.2% |
| YTD | +22.7% | -3.9% | +26.5% | +22.0% |
| 1Y | +36.4% | -13.3% | +49.6% | +37.8% |
| All | +36.4% | -13.1% | +49.5% | +37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling