+99.7%
TXN vs EWZ
+7.8%
+91.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -2.0% | -0.5% |
| 7D | +1.0% | -4.1% | +5.1% | +1.5% |
| 30D | +6.1% | -25.0% | +31.1% | +9.2% |
| 3M | +10.4% | -10.6% | +21.0% | +7.3% |
| 6M | +12.6% | -16.6% | +29.2% | +11.5% |
| YTD | +83.5% | +2.5% | +81.0% | +70.2% |
| 1Y | +99.7% | +8.1% | +91.6% | +73.4% |
| All | +99.7% | +7.8% | +91.9% | +73.4% |
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