+141.9%
EWJ vs TCOM
-9.8%
+151.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.1% |
| 7D | +0.3% | -4.9% | +5.2% | +1.0% |
| 30D | +0.8% | -14.4% | +15.2% | +2.8% |
| 3M | +7.5% | -17.7% | +25.2% | +10.0% |
| 6M | +15.6% | -25.1% | +40.7% | +19.8% |
| YTD | +22.7% | -45.7% | +68.5% | +32.2% |
| 1Y | +26.4% | -47.9% | +74.3% | +36.8% |
| 3Y | +72.5% | +8.9% | +63.6% | +64.3% |
| 5Y | +52.4% | +26.9% | +25.6% | +36.3% |
| All | +141.9% | -9.8% | +151.7% | +111.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling