+59.7%
TEM vs EWJ
+56.0%
+3.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | 0.0% |
| 7D | +3.2% | +2.9% | +0.4% | -1.1% |
| 30D | +23.5% | +1.1% | +22.4% | +21.3% |
| 3M | +32.3% | +7.1% | +25.2% | +18.4% |
| 6M | +23.0% | +16.2% | +6.8% | -3.0% |
| YTD | +8.9% | +22.0% | -13.1% | -23.4% |
| 1Y | -19.9% | +26.2% | -46.1% | -47.2% |
| All | +59.7% | +56.0% | +3.8% | -24.2% |
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