+18.7%
EWZ vs TW
+44.1%
-25.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.5% | +1.4% |
| 7D | +0.8% | +3.9% | -3.2% | +0.6% |
| 30D | -24.4% | +19.9% | -44.3% | -25.0% |
| 3M | -4.6% | +25.9% | -30.5% | -5.7% |
| 6M | -11.6% | +21.1% | -32.7% | -12.3% |
| YTD | +2.4% | +23.9% | -21.5% | +0.8% |
| 1Y | +2.1% | +21.2% | -19.2% | +0.8% |
| 3Y | +18.7% | +44.8% | -26.1% | +22.7% |
| All | +18.7% | +44.1% | -25.4% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling