+69.8%
EWJ vs TXT
+5.5%
+64.3%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | +1.0% | +0.8% | +0.2% | +0.7% |
| 30D | +1.0% | -10.4% | +11.4% | +4.6% |
| 3M | +7.2% | -14.3% | +21.6% | +12.5% |
| 6M | +13.9% | -15.1% | +29.0% | +19.5% |
| YTD | +20.8% | -8.3% | +29.1% | +23.2% |
| 1Y | +26.4% | -0.7% | +27.1% | +25.3% |
| All | +69.8% | +5.5% | +64.3% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 3y: compounded portfolio wealth divided by compounded TXT 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…
3y analysis · Full analysis span regression · 6 months rolling