+138.6%
EWJ vs TSN
+527.5%
-388.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +0.4% |
| 7D | +4.0% | -1.4% | +5.4% | +4.2% |
| 30D | -4.3% | +8.5% | -12.7% | -5.7% |
| 3M | -6.8% | +5.3% | -12.1% | -7.8% |
| 6M | -0.9% | -10.5% | +9.6% | +0.6% |
| YTD | +14.3% | +3.0% | +11.3% | +12.9% |
| 1Y | +15.3% | +12.1% | +3.2% | +12.1% |
| 3Y | +65.6% | +43.1% | +22.5% | +52.6% |
| 5Y | +47.5% | -15.1% | +62.5% | +47.9% |
| 10Y | +126.2% | +14.8% | +111.4% | +107.8% |
| All | +138.6% | +527.5% | -388.9% | +40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling