-17.4%
TOST vs EWJ
+31.1%
-48.6%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -3.4% | +2.5% | -5.9% | -3.8% |
| 30D | -2.4% | +3.3% | -5.7% | -3.0% |
| 3M | +34.6% | +5.0% | +29.6% | +33.2% |
| 6M | +15.2% | +11.5% | +3.7% | +11.7% |
| YTD | -4.4% | +22.4% | -26.8% | -13.5% |
| 1Y | -17.4% | +30.2% | -47.6% | -28.3% |
| All | -17.4% | +31.1% | -48.6% | -28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling