+299.0%
TSEM vs EWJ
+47.4%
+251.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.3% | -7.3% | -7.3% |
| 7D | +7.0% | +4.0% | +3.0% | +3.1% |
| 30D | -29.8% | -4.3% | -25.5% | -25.9% |
| 3M | -41.9% | -6.8% | -35.1% | -36.6% |
| 6M | -45.8% | -0.9% | -44.9% | -43.2% |
| YTD | +25.1% | +14.3% | +10.8% | +17.0% |
| 1Y | +48.2% | +15.3% | +32.9% | +37.8% |
| 3Y | +476.5% | +65.6% | +410.9% | +320.7% |
| All | +299.0% | +47.4% | +251.7% | +268.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling