+95.3%
TFC vs EWJ
+139.2%
-43.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.9% |
| 7D | -2.5% | -1.5% | -1.0% | -1.1% |
| 30D | -2.8% | +0.2% | -3.0% | -3.1% |
| 3M | +2.1% | +8.6% | -6.4% | -6.9% |
| 6M | +10.1% | +12.1% | -2.0% | -3.8% |
| YTD | +5.4% | +20.1% | -14.7% | -15.0% |
| 1Y | +16.3% | +25.2% | -8.9% | -10.6% |
| 3Y | +95.9% | +70.8% | +25.1% | +3.2% |
| 5Y | +16.0% | +49.2% | -33.2% | -27.7% |
| All | +95.3% | +139.2% | -43.9% | -27.0% |
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