+320.5%
TMUS vs EWJ
+136.6%
+183.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.8% | -3.7% |
| 7D | +0.1% | +2.5% | -2.4% | -1.5% |
| 30D | +5.3% | +3.3% | +2.0% | +3.0% |
| 3M | +3.1% | +5.0% | -1.8% | -0.9% |
| 6M | -16.5% | +11.5% | -28.0% | -23.5% |
| YTD | -9.2% | +22.4% | -31.5% | -22.1% |
| 1Y | -26.5% | +30.2% | -56.7% | -39.8% |
| 3Y | +39.0% | +72.8% | -33.8% | -8.9% |
| 5Y | +40.4% | +54.1% | -13.8% | -1.5% |
| 10Y | +303.7% | +140.6% | +163.1% | +101.1% |
| All | +320.5% | +136.6% | +183.9% | +111.5% |
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