+125.1%
TLT vs EWZ
+1,053.4%
-928.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.3% |
| 7D | -3.1% | +0.8% | -3.9% | -3.0% |
| 30D | +1.0% | -24.4% | +25.4% | -0.9% |
| 3M | -2.7% | -4.6% | +1.9% | -2.8% |
| 6M | -4.1% | -11.6% | +7.4% | -4.8% |
| YTD | -5.4% | +2.4% | -7.7% | -4.8% |
| 1Y | -7.0% | +2.1% | -9.1% | -6.4% |
| 3Y | +2.8% | +18.7% | -15.9% | +5.0% |
| 5Y | -35.4% | +54.2% | -89.5% | -31.9% |
| 10Y | -13.1% | +65.9% | -79.0% | -4.0% |
| All | +125.1% | +1,053.4% | -928.3% | +182.5% |
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