+25.4%
TMO vs EWZ
+7.8%
+17.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.9% |
| 7D | +0.3% | -4.1% | +4.4% | +0.8% |
| 30D | +4.3% | -25.0% | +29.3% | +7.5% |
| 3M | +25.1% | -10.6% | +35.8% | +23.6% |
| 6M | +52.9% | -16.6% | +69.5% | +54.1% |
| YTD | +22.2% | +2.5% | +19.7% | +15.9% |
| 1Y | +25.4% | +8.1% | +17.3% | +16.4% |
| All | +25.4% | +7.8% | +17.6% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling