+131.2%
TLT vs EWZ
+1,255.3%
-1,124.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.1% |
| 7D | -0.4% | +6.5% | -6.9% | +0.1% |
| 30D | -0.6% | +4.8% | -5.4% | -0.2% |
| 3M | -2.7% | +9.9% | -12.6% | -2.0% |
| 6M | -5.6% | +1.9% | -7.6% | -5.4% |
| YTD | -2.8% | +20.3% | -23.1% | -1.2% |
| 1Y | -1.4% | +35.6% | -37.1% | +1.2% |
| 3Y | -1.6% | +43.4% | -45.0% | +1.7% |
| 5Y | -33.8% | +55.9% | -89.8% | -30.5% |
| 10Y | -21.1% | +84.2% | -105.3% | -12.4% |
| All | +131.2% | +1,255.3% | -1,124.1% | +193.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling