+138.6%
EWJ vs TXT
+493.9%
-355.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +4.0% | +0.1% | +3.8% | +3.9% |
| 30D | -4.3% | +13.3% | -17.6% | -7.4% |
| 3M | -6.8% | -5.0% | -1.9% | -5.9% |
| 6M | -0.9% | -8.4% | +7.5% | +0.8% |
| YTD | +14.3% | -4.0% | +18.2% | +14.6% |
| 1Y | +15.3% | +2.8% | +12.5% | +13.6% |
| 3Y | +65.6% | +10.3% | +55.3% | +58.8% |
| 5Y | +47.5% | +9.2% | +38.3% | +40.0% |
| 10Y | +126.2% | +89.6% | +36.6% | +76.2% |
| All | +138.6% | +493.9% | -355.2% | +21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling