+50.2%
EWJ vs TAP
+1.8%
+48.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.0% |
| 7D | -1.9% | -8.0% | +6.1% | -1.0% |
| 30D | -5.3% | +4.1% | -9.4% | -5.8% |
| 3M | -4.3% | -4.4% | 0.0% | -4.0% |
| 6M | +0.4% | -1.9% | +2.3% | +0.3% |
| YTD | +14.7% | -12.1% | +26.8% | +16.1% |
| 1Y | +14.7% | -12.0% | +26.8% | +16.0% |
| 3Y | +66.2% | -25.0% | +91.2% | +71.0% |
| 5Y | +50.2% | -1.1% | +51.3% | +44.4% |
| All | +50.2% | +1.8% | +48.4% | +44.4% |
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