+129.5%
TLT vs EWZ
+1,061.3%
-931.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | +0.1% |
| 7D | -1.0% | +0.6% | -1.6% | -1.0% |
| 30D | +4.1% | -25.5% | +29.6% | +2.0% |
| 3M | -0.4% | -4.5% | +4.2% | -0.4% |
| 6M | -3.2% | -15.3% | +12.1% | -4.1% |
| YTD | -3.5% | +3.1% | -6.6% | -2.9% |
| 1Y | -5.8% | +1.2% | -7.0% | -5.3% |
| 3Y | +4.6% | +19.3% | -14.7% | +6.9% |
| 5Y | -34.4% | +52.3% | -86.7% | -31.0% |
| 10Y | -11.4% | +67.0% | -78.4% | -2.1% |
| All | +129.5% | +1,061.3% | -931.8% | +188.1% |
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