-34.5%
TLT vs EWZ
+66.1%
-100.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.1% |
| 7D | +0.4% | +5.6% | -5.2% | +0.1% |
| 30D | -0.3% | +9.3% | -9.5% | -0.8% |
| 3M | -1.7% | +15.7% | -17.4% | -2.6% |
| 6M | -4.9% | +7.4% | -12.3% | -5.4% |
| YTD | -2.8% | +22.7% | -25.5% | -4.0% |
| 1Y | -4.2% | +36.4% | -40.6% | -6.0% |
| 3Y | -1.1% | +50.4% | -51.5% | -3.6% |
| All | -34.5% | +66.1% | -100.6% | -34.9% |
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