+1,743.2%
TRV vs EWZ
+439.1%
+1,304.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.7% |
| 7D | +0.2% | -0.1% | +0.2% | +0.2% |
| 30D | -2.3% | +8.2% | -10.5% | -4.8% |
| 3M | +22.7% | +13.3% | +9.4% | +17.8% |
| 6M | +21.9% | +3.6% | +18.4% | +19.9% |
| YTD | +27.5% | +21.0% | +6.5% | +19.1% |
| 1Y | +36.2% | +34.7% | +1.6% | +22.9% |
| 3Y | +140.6% | +48.3% | +92.3% | +107.4% |
| 5Y | +154.5% | +60.1% | +94.5% | +108.1% |
| 10Y | +295.4% | +92.6% | +202.9% | +179.3% |
| All | +1,743.2% | +439.1% | +1,304.1% | +819.7% |
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