+168.1%
EWJ vs TD
+7,806.2%
-7,638.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | +2.9% | +0.9% | +2.0% | +2.5% |
| 30D | +1.1% | -0.7% | +1.7% | +1.3% |
| 3M | +7.1% | +6.3% | +0.9% | +4.4% |
| 6M | +16.2% | +27.9% | -11.7% | +5.2% |
| YTD | +22.0% | +29.8% | -7.8% | +9.8% |
| 1Y | +26.2% | +63.7% | -37.4% | +3.5% |
| 3Y | +73.5% | +128.3% | -54.9% | +23.5% |
| 5Y | +52.7% | +125.5% | -72.8% | +8.3% |
| 10Y | +138.5% | +296.7% | -158.2% | +32.0% |
| All | +168.1% | +7,806.2% | -7,638.1% | -38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling