+49.9%
EWJ vs TXT
+13.4%
+36.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.7% |
| 3M | +7.2% | -14.3% | +21.6% | +12.6% |
| 6M | +13.9% | -15.1% | +29.0% | +19.7% |
| YTD | +20.8% | -8.3% | +29.1% | +23.4% |
| 1Y | +26.4% | -0.7% | +27.1% | +25.4% |
| 3Y | +71.8% | +6.0% | +65.8% | +63.1% |
| 5Y | +49.9% | +12.5% | +37.4% | +36.5% |
| All | +49.9% | +13.4% | +36.5% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling