+309.3%
TEL vs EWJ
+144.4%
+164.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.2% | +1.4% | +1.4% |
| 7D | +1.6% | +0.3% | +1.3% | +1.3% |
| 30D | -0.7% | +0.8% | -1.4% | -1.3% |
| 3M | +2.4% | +7.5% | -5.1% | -4.9% |
| 6M | +4.1% | +15.6% | -11.5% | -10.2% |
| YTD | -5.8% | +22.7% | -28.6% | -23.6% |
| 1Y | +0.9% | +26.4% | -25.5% | -20.6% |
| 3Y | +72.6% | +72.5% | +0.1% | -3.6% |
| 5Y | +57.5% | +52.4% | +5.1% | +0.8% |
| All | +309.3% | +144.4% | +164.9% | +64.9% |
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