+3,868.8%
TGT vs EWJ
+153.3%
+3,715.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.7% |
| 7D | -3.6% | +1.0% | -4.6% | -4.1% |
| 30D | +4.4% | +1.0% | +3.4% | +3.8% |
| 3M | +25.4% | +7.2% | +18.1% | +19.9% |
| 6M | +33.4% | +13.9% | +19.5% | +23.0% |
| YTD | +65.6% | +20.8% | +44.8% | +47.3% |
| 1Y | +80.3% | +26.4% | +53.9% | +56.4% |
| 3Y | +42.1% | +71.8% | -29.6% | +3.7% |
| 5Y | -25.0% | +49.9% | -74.9% | -41.1% |
| 10Y | +208.2% | +140.0% | +68.2% | +87.3% |
| All | +3,868.8% | +153.3% | +3,715.5% | +1,766.9% |
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 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