+106.5%
T vs EWZ
+47.9%
+58.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.5% |
| 7D | -1.5% | +5.6% | -7.1% | -2.1% |
| 30D | +7.6% | +9.3% | -1.6% | +6.5% |
| 3M | +15.3% | +15.7% | -0.4% | +13.3% |
| 6M | -8.5% | +7.4% | -15.9% | -9.4% |
| YTD | +6.8% | +22.7% | -15.9% | +3.1% |
| 1Y | -7.2% | +36.4% | -43.6% | -12.3% |
| All | +106.5% | +47.9% | +58.6% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 3y: compounded portfolio wealth divided by compounded EWZ 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…
3y analysis · Full analysis span regression · 6 months rolling