+4,837.5%
TSM vs EWZ
+436.1%
+4,401.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.2% |
| 7D | +2.7% | +6.5% | -3.8% | -0.2% |
| 30D | +3.6% | +4.8% | -1.2% | +1.3% |
| 3M | -3.4% | +9.9% | -13.3% | -7.5% |
| 6M | +20.6% | +1.9% | +18.7% | +19.4% |
| YTD | +41.9% | +20.3% | +21.6% | +30.4% |
| 1Y | +84.4% | +35.6% | +48.8% | +60.4% |
| 3Y | +380.2% | +43.4% | +336.8% | +302.0% |
| 5Y | +275.3% | +55.9% | +219.4% | +191.0% |
| 10Y | +1,751.4% | +84.2% | +1,667.2% | +1,068.2% |
| All | +4,837.5% | +436.1% | +4,401.4% | +1,257.2% |
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 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