+265.7%
TSM vs EWZ
+53.9%
+211.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -2.2% |
| 7D | +6.2% | +0.8% | +5.5% | +5.9% |
| 30D | -7.3% | -24.4% | +17.1% | +1.3% |
| 3M | -7.1% | -4.6% | -2.5% | -7.9% |
| 6M | +0.2% | -11.6% | +11.8% | +2.5% |
| YTD | +32.2% | +2.4% | +29.9% | +28.2% |
| 1Y | +42.8% | +2.1% | +40.7% | +38.3% |
| 3Y | +330.4% | +18.7% | +311.7% | +289.9% |
| All | +265.7% | +53.9% | +211.8% | +210.2% |
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