+432.5%
EWZ vs TXT
+243.5%
+189.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +6.5% | -4.8% | +11.3% | +8.7% |
| 30D | +4.8% | -10.6% | +15.5% | +9.8% |
| 3M | +9.9% | -13.2% | +23.1% | +16.0% |
| 6M | +1.9% | -20.3% | +22.3% | +11.4% |
| YTD | +20.3% | -9.3% | +29.6% | +23.8% |
| 1Y | +35.6% | -2.7% | +38.3% | +35.1% |
| 3Y | +43.4% | +1.4% | +42.1% | +37.1% |
| 5Y | +55.9% | +9.6% | +46.4% | +40.2% |
| 10Y | +84.2% | +94.9% | -10.7% | +20.9% |
| All | +432.5% | +243.5% | +189.0% | +133.1% |
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