+62.6%
EWJ vs TLN
+710.8%
-648.2%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.7% |
| 7D | +4.0% | +11.0% | -7.1% | +2.5% |
| 30D | -4.3% | +4.9% | -9.2% | -5.1% |
| 3M | -6.8% | +4.9% | -11.7% | -7.9% |
| 6M | -0.9% | +7.1% | -8.0% | -2.6% |
| YTD | +14.3% | +0.3% | +14.0% | +12.3% |
| 1Y | +15.3% | +5.9% | +9.4% | +12.5% |
| 3Y | +65.6% | +578.5% | -512.9% | +20.6% |
| All | +62.6% | +710.8% | -648.2% | +14.6% |
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 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