+668.9%
TEL vs EWJ
+134.6%
+534.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.7% |
| 7D | +1.2% | +1.0% | +0.2% | +0.3% |
| 30D | -4.1% | +1.0% | -5.1% | -4.9% |
| 3M | -2.6% | +7.2% | -9.8% | -8.7% |
| 6M | 0.0% | +13.9% | -13.9% | -11.3% |
| YTD | -9.1% | +20.8% | -29.8% | -23.5% |
| 1Y | -0.8% | +26.4% | -27.2% | -20.0% |
| 3Y | +67.4% | +71.8% | -4.4% | +1.0% |
| 5Y | +51.8% | +49.9% | +1.9% | +3.9% |
| 10Y | +299.4% | +140.0% | +159.5% | +83.4% |
| All | +668.9% | +134.6% | +534.3% | +202.9% |
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 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