+49.2%
EWJ vs TRMB
-39.6%
+88.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | -1.5% | -5.4% | +3.9% | -0.1% |
| 30D | +0.2% | -2.0% | +2.1% | +0.5% |
| 3M | +8.6% | +12.3% | -3.7% | +4.7% |
| 6M | +12.1% | -17.6% | +29.8% | +17.4% |
| YTD | +20.1% | -27.5% | +47.5% | +29.9% |
| 1Y | +25.2% | -29.1% | +54.3% | +35.9% |
| 3Y | +70.8% | +11.5% | +59.3% | +60.4% |
| 5Y | +49.2% | -39.5% | +88.6% | +62.3% |
| All | +49.2% | -39.6% | +88.8% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 5y: compounded portfolio wealth divided by compounded TRMB 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…
5y analysis · Full analysis span regression · 6 months rolling