+80.5%
TSEM vs EWJ
+18.0%
+62.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.4% | -10.1% | -11.2% |
| 7D | -23.1% | -1.2% | -21.9% | -21.3% |
| 30D | -40.4% | -5.5% | -34.9% | -33.7% |
| 3M | -37.9% | -0.8% | -37.1% | -35.8% |
| 6M | -30.8% | +7.1% | -37.9% | -33.8% |
| YTD | +26.7% | +16.9% | +9.8% | +3.0% |
| 1Y | +80.5% | +18.2% | +62.3% | +44.2% |
| All | +80.5% | +18.0% | +62.5% | +44.2% |
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 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