+1,282.5%
TSEM vs EWJ
+144.4%
+1,138.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | -0.7% |
| 7D | -4.9% | +0.3% | -5.2% | -5.1% |
| 30D | -18.7% | +0.8% | -19.5% | -19.3% |
| 3M | -18.1% | +7.5% | -25.6% | -22.9% |
| 6M | +77.1% | +15.6% | +61.5% | +56.9% |
| YTD | +80.1% | +22.7% | +57.4% | +49.4% |
| 1Y | +220.4% | +26.4% | +194.0% | +158.7% |
| 3Y | +650.1% | +72.5% | +577.5% | +340.5% |
| 5Y | +628.9% | +52.4% | +576.4% | +394.5% |
| All | +1,282.5% | +144.4% | +1,138.0% | +458.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling