+271.0%
EWJ vs TMF
-70.3%
+341.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -1.9% | -3.4% | +1.5% | -2.1% |
| 30D | -5.3% | +11.5% | -16.8% | -4.6% |
| 3M | -4.3% | -4.5% | +0.2% | -4.6% |
| 6M | +0.4% | -15.0% | +15.4% | -0.7% |
| YTD | +14.7% | -19.9% | +34.6% | +13.1% |
| 1Y | +14.7% | -26.6% | +41.3% | +12.3% |
| 3Y | +66.2% | -29.8% | +96.0% | +64.1% |
| 5Y | +50.2% | -88.2% | +138.4% | +24.9% |
| 10Y | +127.1% | -81.4% | +208.5% | +111.3% |
| All | +271.0% | -70.3% | +341.3% | +306.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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