+59.6%
TXN vs EWZ
+59.6%
0.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.0% | +4.8% | +4.1% |
| 7D | +4.0% | +0.9% | +3.1% | +3.6% |
| 30D | -2.9% | +12.8% | -15.6% | -6.7% |
| 3M | -9.1% | +10.8% | -19.9% | -12.2% |
| 6M | +36.6% | +2.5% | +34.1% | +34.9% |
| YTD | +57.5% | +21.4% | +36.1% | +47.3% |
| 1Y | +49.5% | +32.8% | +16.7% | +35.6% |
| 3Y | +76.5% | +45.2% | +31.4% | +54.0% |
| All | +59.6% | +59.6% | 0.0% | +39.0% |
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