+69.8%
EWJ vs TLN
+483.9%
-414.1%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.7% |
| 7D | +1.0% | +5.8% | -4.8% | +0.2% |
| 30D | +1.0% | -6.9% | +7.8% | +1.9% |
| 3M | +7.2% | -10.9% | +18.1% | +8.6% |
| 6M | +13.9% | -4.6% | +18.5% | +14.0% |
| YTD | +20.8% | -14.7% | +35.5% | +21.9% |
| 1Y | +26.4% | -17.9% | +44.3% | +27.7% |
| All | +69.8% | +483.9% | -414.1% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 3y: compounded portfolio wealth divided by compounded TLN 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…
3y analysis · Full analysis span regression · 6 months rolling