+30.2%
EWJ vs TCOM
-42.5%
+72.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.4% |
| 7D | +2.5% | -9.5% | +12.0% | +2.9% |
| 30D | +3.3% | -10.7% | +14.0% | +3.8% |
| 3M | +5.0% | -14.6% | +19.6% | +5.8% |
| 6M | +11.5% | -19.3% | +30.9% | +13.0% |
| YTD | +22.4% | -42.9% | +65.3% | +24.5% |
| 1Y | +30.2% | -43.8% | +74.0% | +31.2% |
| All | +30.2% | -42.5% | +72.7% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling