-53.1%
TE vs EWJ
+89.3%
-142.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | -1.7% |
| 7D | +0.2% | +0.3% | -0.1% | -0.1% |
| 30D | -5.9% | +0.8% | -6.7% | -6.5% |
| 3M | -45.6% | +7.5% | -53.1% | -48.4% |
| 6M | -43.4% | +15.6% | -59.0% | -49.3% |
| YTD | -31.0% | +22.7% | -53.7% | -41.9% |
| 1Y | +145.2% | +26.4% | +118.8% | +102.5% |
| 3Y | -24.1% | +72.5% | -96.6% | -50.2% |
| 5Y | -48.1% | +52.4% | -100.6% | -66.3% |
| All | -53.1% | +89.3% | -142.3% | -70.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling