+52.7%
EWJ vs TAP
0.0%
+52.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +0.1% |
| 7D | +2.9% | -2.3% | +5.2% | +3.1% |
| 30D | +1.1% | -9.4% | +10.5% | +2.2% |
| 3M | +7.1% | -0.8% | +7.9% | +6.9% |
| 6M | +16.2% | -14.7% | +30.9% | +18.3% |
| YTD | +22.0% | -13.9% | +35.9% | +23.9% |
| 1Y | +26.2% | -18.6% | +44.8% | +29.2% |
| 3Y | +73.5% | -32.0% | +105.5% | +81.4% |
| 5Y | +52.7% | -1.0% | +53.7% | +45.8% |
| All | +52.7% | 0.0% | +52.7% | +45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling