+50.4%
EWJ vs TENB
-35.4%
+85.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.0% | +8.2% | +2.9% |
| 7D | +0.3% | -12.1% | +12.4% | +1.7% |
| 30D | +0.8% | -18.6% | +19.4% | +2.9% |
| 3M | +7.5% | +12.1% | -4.6% | +5.0% |
| 6M | +15.6% | +46.8% | -31.2% | +8.5% |
| YTD | +22.7% | +28.0% | -5.2% | +16.9% |
| 1Y | +26.4% | -1.4% | +27.8% | +24.9% |
| 3Y | +72.5% | -33.9% | +106.5% | +77.4% |
| All | +50.4% | -35.4% | +85.8% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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