+302.0%
TRV vs EWZ
+94.8%
+207.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.0% | +2.3% |
| 7D | +1.9% | +0.9% | +1.1% | +1.7% |
| 30D | +1.7% | +12.8% | -11.1% | -1.6% |
| 3M | +23.9% | +10.8% | +13.1% | +20.2% |
| 6M | +26.3% | +2.5% | +23.8% | +24.7% |
| YTD | +30.8% | +21.4% | +9.5% | +23.0% |
| 1Y | +36.3% | +32.8% | +3.5% | +24.6% |
| 3Y | +145.0% | +45.2% | +99.8% | +115.3% |
| 5Y | +163.9% | +63.0% | +100.9% | +117.8% |
| All | +302.0% | +94.8% | +207.3% | +201.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling