+70.1%
TXN vs EWZ
+47.7%
+22.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.3% | -1.6% |
| 7D | +2.0% | +1.1% | +0.8% | +1.5% |
| 30D | -8.0% | +13.5% | -21.5% | -12.8% |
| 3M | -7.8% | +15.2% | -23.0% | -13.2% |
| 6M | +32.4% | +3.7% | +28.7% | +29.5% |
| YTD | +51.7% | +22.5% | +29.2% | +37.8% |
| 1Y | +44.3% | +35.3% | +9.0% | +24.9% |
| All | +70.1% | +47.7% | +22.4% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling