+105.2%
TQQQ vs EWJ
+50.5%
+54.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | -2.9% |
| 7D | -1.9% | +0.3% | -2.2% | -2.7% |
| 30D | -4.9% | +0.8% | -5.6% | -6.6% |
| 3M | -6.4% | +7.5% | -13.9% | -20.3% |
| 6M | +44.4% | +15.6% | +28.8% | +5.0% |
| YTD | +35.2% | +22.7% | +12.4% | -17.6% |
| 1Y | +49.5% | +26.4% | +23.1% | -15.4% |
| 3Y | +250.7% | +72.5% | +178.2% | -14.5% |
| All | +105.2% | +50.5% | +54.6% | -16.5% |
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