-34.4%
TLT vs EWZ
+52.7%
-87.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | -1.0% | +0.6% | -1.6% | -1.1% |
| 30D | +4.1% | -25.5% | +29.6% | +5.5% |
| 3M | -0.4% | -4.5% | +4.2% | -0.6% |
| 6M | -3.2% | -15.3% | +12.1% | -2.7% |
| YTD | -3.5% | +3.1% | -6.6% | -4.2% |
| 1Y | -5.8% | +1.2% | -7.0% | -6.5% |
| 3Y | +4.6% | +19.3% | -14.7% | +2.7% |
| 5Y | -34.4% | +52.3% | -86.7% | -35.7% |
| All | -34.4% | +52.7% | -87.1% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling