+13,009.4%
TSCO vs EWJ
+151.8%
+12,857.6%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | -3.1% | -1.5% | -1.6% | -2.5% |
| 30D | -4.4% | +0.2% | -4.5% | -4.5% |
| 3M | +9.7% | +8.6% | +1.1% | +5.4% |
| 6M | -32.4% | +12.1% | -44.6% | -36.1% |
| YTD | -31.7% | +20.1% | -51.8% | -37.5% |
| 1Y | -41.3% | +25.2% | -66.4% | -47.4% |
| 3Y | -18.3% | +70.8% | -89.1% | -37.0% |
| 5Y | -10.3% | +49.2% | -59.4% | -26.9% |
| 10Y | +188.5% | +138.6% | +49.9% | +91.3% |
| All | +13,009.4% | +151.8% | +12,857.6% | +7,189.2% |
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