+295.8%
EWJ vs TMF
-68.9%
+364.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | +2.5% | -1.4% | +4.0% | +2.4% |
| 30D | +3.3% | -2.8% | +6.1% | +3.1% |
| 3M | +5.0% | -10.9% | +15.9% | +4.2% |
| 6M | +11.5% | -21.3% | +32.9% | +9.7% |
| YTD | +22.4% | -15.9% | +38.3% | +21.0% |
| 1Y | +30.2% | -15.7% | +45.9% | +28.8% |
| 3Y | +72.8% | -43.4% | +116.2% | +67.4% |
| 5Y | +54.1% | -87.8% | +141.9% | +28.6% |
| 10Y | +140.6% | -86.7% | +227.3% | +113.6% |
| All | +295.8% | -68.9% | +364.7% | +334.7% |
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