+72.5%
EWJ vs TNA
+101.9%
-29.3%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +2.0% |
| 7D | +0.3% | -7.3% | +7.6% | +1.8% |
| 30D | +0.8% | -14.2% | +15.0% | +3.8% |
| 3M | +7.5% | -4.6% | +12.1% | +8.3% |
| 6M | +15.6% | +36.9% | -21.3% | +8.1% |
| YTD | +22.7% | +42.5% | -19.8% | +13.6% |
| 1Y | +26.4% | +45.8% | -19.3% | +15.7% |
| 3Y | +72.5% | +104.7% | -32.1% | +43.3% |
| All | +72.5% | +101.9% | -29.3% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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