+492.0%
TXN vs EWZ
+446.0%
+46.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.3% | -1.5% |
| 7D | +2.0% | +1.1% | +0.8% | +1.5% |
| 30D | -8.0% | +13.5% | -21.5% | -12.3% |
| 3M | -7.8% | +15.2% | -23.0% | -12.6% |
| 6M | +32.4% | +3.7% | +28.7% | +30.1% |
| YTD | +51.7% | +22.5% | +29.2% | +39.9% |
| 1Y | +44.3% | +35.3% | +9.0% | +27.9% |
| 3Y | +71.3% | +50.2% | +21.1% | +44.5% |
| 5Y | +56.4% | +64.6% | -8.2% | +23.5% |
| 10Y | +410.2% | +95.0% | +315.2% | +241.9% |
| All | +492.0% | +446.0% | +46.0% | +79.8% |
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