+10.6%
TMO vs EWJ
+50.5%
-39.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | -0.1% |
| 7D | -0.6% | +0.3% | -0.9% | -0.8% |
| 30D | +1.1% | +0.8% | +0.3% | +0.6% |
| 3M | +28.3% | +7.5% | +20.8% | +22.5% |
| 6M | +23.3% | +15.6% | +7.7% | +12.3% |
| YTD | +5.5% | +22.7% | -17.3% | -7.9% |
| 1Y | +24.5% | +26.4% | -1.9% | +6.6% |
| 3Y | +19.6% | +72.5% | -53.0% | -18.3% |
| All | +10.6% | +50.5% | -39.9% | -24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling