+154.4%
TRV vs EWJ
+47.3%
+107.1%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -1.5% | -1.5% | 0.0% | -1.1% |
| 30D | -1.8% | +0.2% | -2.0% | -1.9% |
| 3M | +21.6% | +8.6% | +13.0% | +18.5% |
| 6M | +22.5% | +12.1% | +10.3% | +17.8% |
| YTD | +28.1% | +20.1% | +8.1% | +20.0% |
| 1Y | +37.0% | +25.2% | +11.9% | +26.3% |
| 3Y | +141.9% | +70.8% | +71.1% | +96.0% |
| All | +154.4% | +47.3% | +107.1% | +124.8% |
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