+62.8%
EWJ vs TPG
+74.1%
-11.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.8% |
| 7D | +0.3% | -9.4% | +9.7% | +2.5% |
| 30D | +0.8% | -5.3% | +6.0% | +1.8% |
| 3M | +7.5% | +12.9% | -5.4% | +4.2% |
| 6M | +15.6% | +20.1% | -4.5% | +10.0% |
| YTD | +22.7% | -22.5% | +45.2% | +28.7% |
| 1Y | +26.4% | -19.7% | +46.1% | +31.0% |
| 3Y | +72.5% | +81.2% | -8.7% | +43.7% |
| All | +62.8% | +74.1% | -11.4% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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