+19.3%
EWZ vs TW
+286.2%
-266.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -1.5% | +4.2% | -5.7% | -2.6% |
| 30D | -24.5% | +18.9% | -43.5% | -28.2% |
| 3M | -10.7% | +23.8% | -34.5% | -16.1% |
| 6M | -19.1% | +17.0% | -36.1% | -23.3% |
| YTD | +1.6% | +19.2% | -17.6% | -5.2% |
| 1Y | +4.3% | +20.1% | -15.8% | -3.0% |
| 3Y | +19.0% | +40.5% | -21.5% | +1.6% |
| 5Y | +57.7% | +38.0% | +19.6% | +33.3% |
| All | +19.3% | +286.2% | -266.9% | -33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling