-0.9%
TLT vs EWJ
+70.3%
-71.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | -0.3% | +1.0% | -1.3% | -0.4% |
| 30D | 0.0% | +1.0% | -1.0% | -0.1% |
| 3M | -2.9% | +7.2% | -10.1% | -3.7% |
| 6M | -6.3% | +13.9% | -20.1% | -7.8% |
| YTD | -3.3% | +20.8% | -24.1% | -5.5% |
| 1Y | -4.2% | +26.4% | -30.6% | -6.8% |
| All | -0.9% | +70.3% | -71.2% | -9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling