+33.4%
TGT vs EWJ
+16.4%
+17.0%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.2% |
| 7D | -3.6% | +1.0% | -4.6% | -3.6% |
| 30D | +4.4% | +1.0% | +3.4% | +4.4% |
| 3M | +25.4% | +7.2% | +18.1% | +23.9% |
| 6M | +33.4% | +13.9% | +19.5% | +28.9% |
| All | +33.4% | +16.4% | +17.0% | +28.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling