+50.3%
EWZ vs TXT
+115.3%
-65.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.3% | +1.0% |
| 7D | +1.4% | -3.5% | +4.9% | +3.0% |
| 30D | -25.1% | +15.2% | -40.3% | -30.2% |
| 3M | -7.7% | -4.5% | -3.3% | -6.8% |
| 6M | -15.8% | -6.1% | -9.7% | -14.8% |
| YTD | +3.6% | -2.0% | +5.6% | +2.2% |
| 1Y | +5.5% | +4.2% | +1.3% | +1.1% |
| 3Y | +22.1% | +14.4% | +7.7% | +8.3% |
| 5Y | +58.3% | +12.3% | +46.0% | +37.3% |
| 10Y | +50.3% | +101.8% | -51.6% | +3.8% |
| All | +50.3% | +115.3% | -65.1% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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