+139.6%
EWJ vs TAP
+676.1%
-536.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.0% |
| 7D | -1.9% | -8.0% | +6.1% | -0.4% |
| 30D | -5.3% | +4.1% | -9.4% | -6.2% |
| 3M | -4.3% | -4.4% | 0.0% | -3.9% |
| 6M | +0.4% | -1.9% | +2.3% | +0.1% |
| YTD | +14.7% | -12.1% | +26.8% | +16.3% |
| 1Y | +14.7% | -12.0% | +26.8% | +16.2% |
| 3Y | +66.2% | -25.0% | +91.2% | +71.6% |
| 5Y | +50.2% | -1.1% | +51.3% | +45.6% |
| 10Y | +127.1% | -47.6% | +174.7% | +138.1% |
| All | +139.6% | +676.1% | -536.5% | +84.9% |
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