+407.0%
TSM vs EWZ
+45.8%
+361.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.1% |
| 7D | +4.8% | -0.1% | +4.8% | +4.8% |
| 30D | +4.0% | +8.2% | -4.1% | -0.3% |
| 3M | +2.0% | +13.3% | -11.3% | -4.5% |
| 6M | +25.5% | +3.6% | +21.9% | +22.9% |
| YTD | +44.0% | +21.0% | +23.0% | +31.6% |
| 1Y | +75.4% | +34.7% | +40.8% | +51.9% |
| All | +407.0% | +45.8% | +361.2% | +308.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling