+220.4%
TSEM vs EWJ
+26.9%
+193.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | -1.9% |
| 7D | -4.9% | +0.3% | -5.2% | -5.3% |
| 30D | -18.7% | +0.8% | -19.5% | -19.6% |
| 3M | -18.1% | +7.5% | -25.6% | -25.2% |
| 6M | +77.1% | +15.6% | +61.5% | +50.0% |
| YTD | +80.1% | +22.7% | +57.4% | +39.3% |
| 1Y | +220.4% | +26.4% | +194.0% | +143.5% |
| All | +220.4% | +26.9% | +193.4% | +143.5% |
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 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