+141.9%
EWJ vs TSN
-4.9%
+146.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +2.0% |
| 7D | +0.3% | +3.0% | -2.7% | -0.2% |
| 30D | +0.8% | -4.2% | +5.0% | +1.4% |
| 3M | +7.5% | -3.9% | +11.4% | +7.9% |
| 6M | +15.6% | -9.8% | +25.4% | +17.0% |
| YTD | +22.7% | -7.3% | +30.0% | +23.5% |
| 1Y | +26.4% | -2.2% | +28.6% | +25.8% |
| 3Y | +72.5% | +11.9% | +60.6% | +65.6% |
| 5Y | +52.4% | -16.9% | +69.4% | +53.6% |
| All | +141.9% | -4.9% | +146.8% | +128.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling