+1,716.7%
TMO vs EWJ
+151.8%
+1,564.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | -2.5% | -1.5% | -1.0% | -1.7% |
| 30D | -0.3% | +0.2% | -0.5% | -0.5% |
| 3M | +25.3% | +8.6% | +16.7% | +19.6% |
| 6M | +20.9% | +12.1% | +8.7% | +13.3% |
| YTD | +4.3% | +20.1% | -15.8% | -5.7% |
| 1Y | +27.0% | +25.2% | +1.9% | +12.4% |
| 3Y | +17.5% | +70.8% | -53.3% | -11.6% |
| 5Y | +6.9% | +49.2% | -42.2% | -14.2% |
| 10Y | +332.0% | +138.6% | +193.4% | +175.8% |
| All | +1,716.7% | +151.8% | +1,564.9% | +845.1% |
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