+288.2%
TSM vs EWZ
+66.1%
+222.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +1.6% |
| 7D | +6.0% | +5.6% | +0.5% | +3.8% |
| 30D | +4.5% | +9.3% | -4.7% | +0.8% |
| 3M | +3.1% | +15.7% | -12.6% | -2.7% |
| 6M | +30.2% | +7.4% | +22.8% | +26.5% |
| YTD | +45.2% | +22.7% | +22.5% | +34.8% |
| 1Y | +79.6% | +36.4% | +43.2% | +60.4% |
| 3Y | +411.0% | +50.4% | +360.6% | +337.3% |
| All | +288.2% | +66.1% | +222.1% | +234.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling