+411.2%
TSM vs EWJ
+71.9%
+339.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.7% |
| 7D | +6.0% | +2.9% | +3.2% | +2.9% |
| 30D | +4.5% | +1.1% | +3.4% | +3.3% |
| 3M | +3.1% | +7.1% | -4.0% | -3.5% |
| 6M | +30.2% | +16.2% | +14.0% | +12.5% |
| YTD | +45.2% | +22.0% | +23.2% | +19.3% |
| 1Y | +79.6% | +26.2% | +53.4% | +42.7% |
| All | +411.2% | +71.9% | +339.3% | +205.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling