+349.8%
EWZ vs TXT
+263.0%
+86.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.5% |
| 7D | -1.5% | -2.5% | +1.0% | -0.5% |
| 30D | -24.5% | +14.4% | -38.9% | -29.2% |
| 3M | -10.7% | -4.9% | -5.8% | -9.8% |
| 6M | -19.1% | -10.2% | -8.9% | -16.6% |
| YTD | +1.6% | -4.1% | +5.7% | +1.2% |
| 1Y | +4.3% | +4.0% | +0.3% | +0.3% |
| 3Y | +19.0% | +8.0% | +11.0% | +9.7% |
| 5Y | +57.7% | +8.4% | +49.2% | +41.4% |
| 10Y | +51.3% | +116.6% | -65.3% | -5.9% |
| All | +349.8% | +263.0% | +86.8% | +90.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling