+12,759.1%
TDG vs EWJ
+146.4%
+12,612.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.0% |
| 7D | -2.4% | +1.0% | -3.4% | -3.2% |
| 30D | -8.0% | +1.0% | -9.0% | -8.7% |
| 3M | -10.5% | +7.2% | -17.7% | -15.5% |
| 6M | -11.9% | +13.9% | -25.8% | -20.8% |
| YTD | -15.4% | +20.8% | -36.1% | -27.6% |
| 1Y | -14.2% | +26.4% | -40.6% | -29.4% |
| 3Y | +51.0% | +71.8% | -20.7% | -3.7% |
| 5Y | +126.5% | +49.9% | +76.6% | +60.7% |
| 10Y | +535.6% | +140.0% | +395.6% | +230.8% |
| All | +12,759.1% | +146.4% | +12,612.8% | +5,645.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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