-40.6%
TOST vs EWJ
+41.8%
-82.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +9.4% | -5.0% | +14.4% | +15.1% |
| 30D | +13.5% | -10.2% | +23.7% | +26.7% |
| 3M | -0.1% | -7.2% | +7.1% | +6.9% |
| 6M | +22.5% | -3.2% | +25.7% | +22.6% |
| YTD | -2.4% | +9.9% | -12.3% | -19.4% |
| 1Y | -4.7% | +11.0% | -15.7% | -22.5% |
| 3Y | +103.2% | +57.3% | +45.9% | -10.9% |
| All | -40.6% | +41.8% | -82.3% | -66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling