+41.6%
TXN vs EWZ
+36.3%
+5.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.1% |
| 7D | -0.1% | +6.5% | -6.6% | -2.5% |
| 30D | -6.9% | +4.8% | -11.8% | -8.6% |
| 3M | -14.9% | +9.9% | -24.8% | -17.9% |
| 6M | +29.0% | +1.9% | +27.1% | +26.5% |
| YTD | +51.5% | +20.3% | +31.2% | +39.4% |
| 1Y | +41.6% | +35.6% | +5.9% | +19.5% |
| All | +41.6% | +36.3% | +5.2% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling