-6.4%
TLT vs EWZ
+33.5%
-39.9%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | -1.6% | +0.9% | -2.5% | -1.7% |
| 30D | -1.1% | +12.8% | -13.9% | -1.9% |
| 3M | -4.9% | +10.8% | -15.6% | -5.5% |
| 6M | -5.0% | +2.5% | -7.5% | -5.4% |
| YTD | -4.4% | +21.4% | -25.7% | -4.5% |
| 1Y | -6.4% | +32.8% | -39.2% | -4.7% |
| All | -6.4% | +33.5% | -39.9% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling