+302.9%
EWJ vs TRI
+507.2%
-204.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.4% |
| 7D | +1.0% | -8.4% | +9.4% | +3.7% |
| 30D | +1.0% | -6.5% | +7.5% | +2.7% |
| 3M | +7.2% | +18.6% | -11.3% | -1.1% |
| 6M | +13.9% | -10.4% | +24.3% | +14.3% |
| YTD | +20.8% | -23.7% | +44.5% | +26.8% |
| 1Y | +26.4% | -42.5% | +68.8% | +47.6% |
| 3Y | +71.8% | -19.3% | +91.0% | +72.5% |
| 5Y | +49.9% | -9.7% | +59.5% | +42.0% |
| 10Y | +140.0% | +194.4% | -54.5% | +35.6% |
| All | +302.9% | +507.2% | -204.3% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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