+8,607.9%
TPR vs EWJ
+154.7%
+8,453.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.6% | -1.2% | -0.7% |
| 7D | +12.7% | -1.5% | +14.1% | +13.4% |
| 30D | +17.1% | -6.5% | +23.6% | +23.2% |
| 3M | -15.9% | -5.6% | -10.3% | -12.7% |
| 6M | +2.6% | -0.3% | +2.9% | +0.8% |
| YTD | +7.5% | +13.9% | -6.4% | -6.1% |
| 1Y | +32.9% | +14.6% | +18.4% | +15.5% |
| 3Y | +413.8% | +66.6% | +347.2% | +218.6% |
| 5Y | +263.9% | +47.7% | +216.2% | +154.4% |
| 10Y | +389.7% | +126.0% | +263.7% | +156.7% |
| All | +8,607.9% | +154.7% | +8,453.3% | +3,350.6% |
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