+55.0%
EWZ vs TW
+23.1%
+31.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | +6.5% | -2.3% | +8.8% | +6.8% |
| 30D | +4.8% | +3.9% | +0.9% | +4.3% |
| 3M | +9.9% | +5.7% | +4.2% | +8.7% |
| 6M | +1.9% | -14.5% | +16.5% | +4.1% |
| YTD | +20.3% | -0.9% | +21.2% | +19.4% |
| 1Y | +35.6% | -13.5% | +49.1% | +38.0% |
| 3Y | +43.4% | +25.0% | +18.5% | +34.2% |
| All | +55.0% | +23.1% | +31.8% | +45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling