+30.2%
EWJ vs TDY
+11.8%
+18.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | +2.5% | -1.8% | +4.3% | +3.3% |
| 30D | +3.3% | -10.7% | +14.0% | +8.0% |
| 3M | +5.0% | -1.3% | +6.3% | +5.3% |
| 6M | +11.5% | -10.6% | +22.1% | +15.0% |
| YTD | +22.4% | +19.6% | +2.8% | +16.9% |
| 1Y | +30.2% | +11.6% | +18.6% | +27.6% |
| All | +30.2% | +11.8% | +18.4% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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