+50.4%
EWJ vs TD
+125.7%
-75.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.9% |
| 7D | +0.3% | -0.5% | +0.8% | +0.5% |
| 30D | +0.8% | -1.9% | +2.7% | +1.6% |
| 3M | +7.5% | +4.8% | +2.8% | +5.1% |
| 6M | +15.6% | +28.0% | -12.4% | +3.1% |
| YTD | +22.7% | +30.3% | -7.6% | +8.7% |
| 1Y | +26.4% | +59.8% | -33.4% | +2.5% |
| 3Y | +72.5% | +124.7% | -52.2% | +19.3% |
| All | +50.4% | +125.7% | -75.3% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 5y: compounded portfolio wealth divided by compounded TD 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…
5y analysis · Full analysis span regression · 6 months rolling