+0.8%
TFC vs EWJ
+47.4%
-46.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.0% |
| 7D | +2.3% | +4.0% | -1.7% | -0.6% |
| 30D | +10.8% | -4.3% | +15.1% | +14.1% |
| 3M | -3.8% | -6.8% | +3.1% | +0.9% |
| 6M | +9.6% | -0.9% | +10.5% | +8.7% |
| YTD | +5.8% | +14.3% | -8.5% | -7.7% |
| 1Y | +16.2% | +15.3% | +0.9% | +0.5% |
| 3Y | +96.0% | +65.6% | +30.4% | +17.4% |
| All | +0.8% | +47.4% | -46.6% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling