+138.6%
EWJ vs TAP
+698.6%
-559.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | -0.3% |
| 7D | +4.0% | +1.3% | +2.7% | +3.7% |
| 30D | -4.3% | +5.7% | -10.0% | -5.4% |
| 3M | -6.8% | -1.9% | -4.9% | -6.8% |
| 6M | -0.9% | +0.9% | -1.8% | -1.7% |
| YTD | +14.3% | -9.5% | +23.8% | +15.3% |
| 1Y | +15.3% | -9.0% | +24.3% | +16.1% |
| 3Y | +65.6% | -22.2% | +87.9% | +69.9% |
| 5Y | +47.5% | +1.2% | +46.2% | +42.4% |
| 10Y | +126.2% | -46.1% | +172.3% | +136.0% |
| All | +138.6% | +698.6% | -559.9% | +83.2% |
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