+2,705.3%
TRV vs EWJ
+153.3%
+2,552.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.8% |
| 7D | +0.2% | +1.0% | -0.8% | -0.3% |
| 30D | -2.3% | +1.0% | -3.3% | -2.9% |
| 3M | +22.7% | +7.2% | +15.5% | +17.8% |
| 6M | +21.9% | +13.9% | +8.1% | +13.0% |
| YTD | +27.5% | +20.8% | +6.7% | +14.3% |
| 1Y | +36.2% | +26.4% | +9.9% | +19.2% |
| 3Y | +140.6% | +71.8% | +68.8% | +77.4% |
| 5Y | +154.5% | +49.9% | +104.6% | +99.3% |
| 10Y | +295.4% | +140.0% | +155.4% | +147.3% |
| All | +2,705.3% | +153.3% | +2,552.0% | +1,326.4% |
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