+26.4%
EWJ vs TXG
+453.6%
-427.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.3% | -1.1% | +1.8% |
| 7D | +0.3% | +9.5% | -9.2% | -0.7% |
| 30D | +0.8% | +18.8% | -18.0% | -1.2% |
| 3M | +7.5% | +136.1% | -128.6% | -2.6% |
| 6M | +15.6% | +235.2% | -219.6% | +1.0% |
| YTD | +22.7% | +320.5% | -297.8% | +5.1% |
| 1Y | +26.4% | +425.2% | -398.8% | +5.2% |
| All | +26.4% | +453.6% | -427.2% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling