+125.2%
EWJ vs TAP
-47.7%
+172.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +3.6% | -6.3% | +10.0% | +4.8% |
| 30D | -6.0% | +2.7% | -8.7% | -6.6% |
| 3M | -6.5% | -3.7% | -2.7% | -6.1% |
| 6M | -0.1% | -2.0% | +1.9% | -0.4% |
| YTD | +13.9% | -12.3% | +26.3% | +15.7% |
| 1Y | +13.1% | -10.1% | +23.2% | +14.2% |
| 3Y | +65.0% | -25.3% | +90.3% | +70.9% |
| 5Y | +47.0% | -1.9% | +48.9% | +41.4% |
| All | +125.2% | -47.7% | +172.9% | +125.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling