-20.7%
TLT vs EWZ
+94.8%
-115.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.1% |
| 7D | -1.6% | +0.9% | -2.5% | -1.6% |
| 30D | -1.1% | +12.8% | -13.9% | -0.7% |
| 3M | -4.9% | +10.8% | -15.6% | -4.5% |
| 6M | -5.0% | +2.5% | -7.5% | -4.9% |
| YTD | -4.4% | +21.4% | -25.7% | -3.5% |
| 1Y | -6.4% | +32.8% | -39.2% | -5.2% |
| 3Y | -2.0% | +45.2% | -47.2% | -0.2% |
| 5Y | -35.0% | +63.0% | -98.0% | -32.8% |
| All | -20.7% | +94.8% | -115.5% | -17.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling