+155.6%
EWJ vs TSN
+448.5%
-293.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.5% |
| 7D | +2.5% | -6.3% | +8.8% | +3.6% |
| 30D | +3.3% | -10.8% | +14.1% | +5.3% |
| 3M | +5.0% | -8.8% | +13.7% | +6.3% |
| 6M | +11.5% | -16.8% | +28.4% | +14.6% |
| YTD | +22.4% | -10.0% | +32.4% | +23.9% |
| 1Y | +30.2% | -5.3% | +35.5% | +30.4% |
| 3Y | +72.8% | +8.5% | +64.3% | +67.4% |
| 5Y | +54.1% | -22.9% | +77.1% | +57.3% |
| 10Y | +140.6% | -12.6% | +153.2% | +131.9% |
| All | +155.6% | +448.5% | -293.0% | +54.7% |
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