+285.0%
TSM vs EWJ
+50.3%
+234.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | +0.3% |
| 7D | +4.8% | +1.0% | +3.8% | +3.6% |
| 30D | +4.0% | +1.0% | +3.0% | +2.9% |
| 3M | +2.0% | +7.2% | -5.3% | -5.0% |
| 6M | +25.5% | +13.9% | +11.6% | +9.7% |
| YTD | +44.0% | +20.8% | +23.2% | +17.8% |
| 1Y | +75.4% | +26.4% | +49.0% | +36.8% |
| 3Y | +406.7% | +71.8% | +335.0% | +178.2% |
| 5Y | +285.0% | +49.9% | +235.1% | +141.4% |
| All | +285.0% | +50.3% | +234.7% | +141.4% |
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