+9.5%
TPR vs EWJ
+26.8%
-17.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -2.7% |
| 7D | -7.3% | +1.0% | -8.3% | -7.8% |
| 30D | -30.7% | +1.0% | -31.7% | -31.4% |
| 3M | -21.6% | +7.2% | -28.8% | -26.1% |
| 6M | -21.3% | +13.9% | -35.2% | -29.2% |
| YTD | -10.2% | +20.8% | -31.0% | -22.9% |
| 1Y | +9.5% | +26.4% | -16.9% | -9.7% |
| All | +9.5% | +26.8% | -17.3% | -9.7% |
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