+125.1%
TLT vs EWJ
+308.8%
-183.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -3.1% | +4.0% | -7.1% | -2.6% |
| 30D | +1.0% | -4.3% | +5.3% | +0.5% |
| 3M | -2.7% | -6.8% | +4.1% | -3.5% |
| 6M | -4.1% | -0.9% | -3.3% | -4.1% |
| YTD | -5.4% | +14.3% | -19.6% | -3.5% |
| 1Y | -7.0% | +15.3% | -22.3% | -5.0% |
| 3Y | +2.8% | +65.6% | -62.8% | +11.0% |
| 5Y | -35.4% | +47.5% | -82.8% | -31.6% |
| 10Y | -13.1% | +126.2% | -139.3% | +0.6% |
| All | +125.1% | +308.8% | -183.7% | +203.3% |
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 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