-20.7%
TOST vs EWJ
+26.8%
-47.5%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.4% |
| 7D | -4.7% | +1.0% | -5.7% | -4.8% |
| 30D | -9.1% | +1.0% | -10.1% | -9.3% |
| 3M | +29.8% | +7.2% | +22.6% | +27.7% |
| 6M | +10.0% | +13.9% | -3.8% | +5.5% |
| YTD | -8.6% | +20.8% | -29.4% | -17.9% |
| 1Y | -20.7% | +26.4% | -47.1% | -31.7% |
| All | -20.7% | +26.8% | -47.5% | -31.7% |
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 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