+3,073.6%
TMO vs EWZ
+446.0%
+2,627.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.8% |
| 7D | -2.5% | +1.1% | -3.6% | -2.8% |
| 30D | -0.3% | +13.5% | -13.8% | -3.9% |
| 3M | +25.3% | +15.2% | +10.0% | +19.9% |
| 6M | +20.9% | +3.7% | +17.1% | +19.2% |
| YTD | +4.3% | +22.5% | -18.2% | -2.1% |
| 1Y | +27.0% | +35.3% | -8.2% | +15.6% |
| 3Y | +17.5% | +50.2% | -32.7% | +2.6% |
| 5Y | +6.9% | +64.6% | -57.6% | -11.3% |
| 10Y | +332.0% | +95.0% | +236.9% | +205.9% |
| All | +3,073.6% | +446.0% | +2,627.6% | +1,302.0% |
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