-45.7%
TOST vs EWJ
+52.9%
-98.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.4% |
| 7D | -3.4% | +2.5% | -5.9% | -6.0% |
| 30D | -2.4% | +3.3% | -5.7% | -6.2% |
| 3M | +34.6% | +5.0% | +29.6% | +25.6% |
| 6M | +15.2% | +11.5% | +3.7% | -1.9% |
| YTD | -4.4% | +22.4% | -26.8% | -29.1% |
| 1Y | -17.4% | +30.2% | -47.6% | -44.1% |
| 3Y | +54.5% | +72.8% | -18.4% | -37.0% |
| All | -45.7% | +52.9% | -98.6% | -72.3% |
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 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