-46.7%
TOST vs EWJ
+52.4%
-99.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.6% |
| 7D | -0.9% | +2.9% | -3.8% | -4.0% |
| 30D | -3.5% | +1.1% | -4.5% | -4.9% |
| 3M | +38.1% | +7.1% | +31.0% | +26.0% |
| 6M | +9.9% | +16.2% | -6.3% | -11.0% |
| YTD | -6.3% | +22.0% | -28.2% | -30.3% |
| 1Y | -18.3% | +26.2% | -44.5% | -42.2% |
| 3Y | +59.7% | +73.5% | -13.7% | -35.5% |
| All | -46.7% | +52.4% | -99.1% | -72.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling