+74.1%
EWJ vs TLN
+583.6%
-509.4%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.8% | -3.4% | -0.1% |
| 7D | +2.5% | +7.1% | -4.5% | +1.6% |
| 30D | +3.3% | -3.9% | +7.2% | +3.7% |
| 3M | +5.0% | -16.2% | +21.1% | +7.1% |
| 6M | +11.5% | -5.8% | +17.4% | +11.8% |
| YTD | +22.4% | -15.4% | +37.8% | +23.7% |
| 1Y | +30.2% | -16.7% | +46.9% | +31.4% |
| 3Y | +72.8% | +473.8% | -400.9% | +29.1% |
| All | +74.1% | +583.6% | -509.4% | +26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling