+155.6%
EWJ vs TAP
+691.9%
-536.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +2.5% | -2.3% | +4.8% | +2.9% |
| 30D | +3.3% | -2.1% | +5.4% | +3.6% |
| 3M | +5.0% | +6.6% | -1.6% | +3.4% |
| 6M | +11.5% | -11.5% | +23.0% | +13.4% |
| YTD | +22.4% | -10.3% | +32.6% | +23.9% |
| 1Y | +30.2% | -14.4% | +44.6% | +32.7% |
| 3Y | +72.8% | -28.3% | +101.1% | +80.2% |
| 5Y | +54.1% | +1.7% | +52.4% | +48.9% |
| 10Y | +140.6% | -49.2% | +189.8% | +154.2% |
| All | +155.6% | +691.9% | -536.3% | +97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling