+141.9%
EWJ vs TAP
-49.9%
+191.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +2.0% |
| 7D | +0.3% | -3.9% | +4.2% | +1.0% |
| 30D | +0.8% | -5.3% | +6.0% | +1.7% |
| 3M | +7.5% | -3.8% | +11.3% | +7.9% |
| 6M | +15.6% | -11.4% | +27.0% | +17.6% |
| YTD | +22.7% | -13.7% | +36.5% | +25.2% |
| 1Y | +26.4% | -17.2% | +43.6% | +29.8% |
| 3Y | +72.5% | -33.1% | +105.6% | +83.0% |
| 5Y | +52.4% | +0.8% | +51.7% | +45.8% |
| All | +141.9% | -49.9% | +191.8% | +149.6% |
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