+281.9%
EWJ vs TCOM
+2,569.4%
-2,287.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.3% | -0.5% |
| 7D | +1.0% | -10.2% | +11.2% | +2.5% |
| 30D | +1.0% | -16.8% | +17.8% | +3.6% |
| 3M | +7.2% | -16.7% | +23.9% | +9.7% |
| 6M | +13.9% | -27.1% | +41.0% | +18.7% |
| YTD | +20.8% | -45.5% | +66.3% | +30.6% |
| 1Y | +26.4% | -45.9% | +72.2% | +36.7% |
| 3Y | +71.8% | +9.8% | +62.0% | +63.6% |
| 5Y | +49.9% | +23.8% | +26.1% | +33.8% |
| 10Y | +140.0% | -10.8% | +150.8% | +114.2% |
| All | +281.9% | +2,569.4% | -2,287.5% | +91.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling