+14.1%
TSEM vs EWJ
+155.8%
-141.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -0.9% |
| 7D | +10.4% | +2.9% | +7.6% | +8.4% |
| 30D | -12.9% | +1.1% | -14.0% | -13.4% |
| 3M | -9.2% | +7.1% | -16.3% | -12.1% |
| 6M | +98.8% | +16.2% | +82.6% | +84.2% |
| YTD | +87.2% | +22.0% | +65.2% | +67.8% |
| 1Y | +239.0% | +26.2% | +212.8% | +197.9% |
| 3Y | +679.5% | +73.5% | +606.0% | +462.9% |
| 5Y | +667.3% | +52.7% | +614.6% | +495.2% |
| 10Y | +1,301.0% | +138.5% | +1,162.5% | +758.3% |
| All | +14.1% | +155.8% | -141.7% | -35.6% |
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