+203.6%
TGT vs EWJ
+144.4%
+59.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -1.3% |
| 7D | -5.2% | +0.3% | -5.5% | -5.4% |
| 30D | +1.2% | +0.8% | +0.4% | +0.6% |
| 3M | +18.4% | +7.5% | +10.9% | +12.3% |
| 6M | +33.4% | +15.6% | +17.9% | +20.0% |
| YTD | +63.8% | +22.7% | +41.1% | +40.4% |
| 1Y | +77.2% | +26.4% | +50.7% | +48.7% |
| 3Y | +41.8% | +72.5% | -30.7% | -5.2% |
| 5Y | -25.5% | +52.4% | -78.0% | -46.9% |
| All | +203.6% | +144.4% | +59.2% | +67.4% |
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