+131.2%
TLT vs EWJ
+337.9%
-206.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | -0.4% | +2.5% | -2.9% | -0.1% |
| 30D | -0.6% | +3.3% | -3.9% | -0.2% |
| 3M | -2.7% | +5.0% | -7.7% | -2.1% |
| 6M | -5.6% | +11.5% | -17.2% | -4.2% |
| YTD | -2.8% | +22.4% | -25.2% | 0.0% |
| 1Y | -1.4% | +30.2% | -31.6% | +2.3% |
| 3Y | -1.6% | +72.8% | -74.4% | +6.7% |
| 5Y | -33.8% | +54.1% | -88.0% | -29.6% |
| 10Y | -21.1% | +140.6% | -161.8% | -8.0% |
| All | +131.2% | +337.9% | -206.7% | +214.2% |
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