+12.9%
TQQQ vs EWJ
+18.0%
-5.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.4% | +1.4% | 0.0% |
| 7D | -14.0% | -1.2% | -12.8% | -11.5% |
| 30D | -25.1% | -5.5% | -19.6% | -15.5% |
| 3M | -16.7% | -0.8% | -15.9% | -14.3% |
| 6M | -3.7% | +7.1% | -10.8% | -9.9% |
| YTD | +18.8% | +16.9% | +1.9% | -7.3% |
| 1Y | +12.9% | +18.2% | -5.3% | -13.7% |
| All | +12.9% | +18.0% | -5.1% | -13.7% |
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