+1,757.2%
TSM vs EWZ
+96.6%
+1,660.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.2% |
| 7D | +2.6% | +1.1% | +1.5% | +2.2% |
| 30D | +1.4% | +13.5% | -12.1% | -3.5% |
| 3M | +5.0% | +15.2% | -10.3% | -0.7% |
| 6M | +24.0% | +3.7% | +20.2% | +22.1% |
| YTD | +41.6% | +22.5% | +19.1% | +31.1% |
| 1Y | +66.2% | +35.3% | +30.9% | +48.1% |
| 3Y | +398.2% | +50.2% | +348.0% | +323.0% |
| 5Y | +277.6% | +64.6% | +213.0% | +201.7% |
| All | +1,757.2% | +96.6% | +1,660.5% | +1,199.8% |
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