+13,634.3%
TSM vs EWJ
+215.7%
+13,418.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.5% |
| 7D | +2.7% | +2.5% | +0.2% | +0.4% |
| 30D | +3.6% | +3.3% | +0.3% | +0.6% |
| 3M | -3.4% | +5.0% | -8.3% | -6.8% |
| 6M | +20.6% | +11.5% | +9.1% | +10.3% |
| YTD | +41.9% | +22.4% | +19.5% | +19.4% |
| 1Y | +84.4% | +30.2% | +54.2% | +47.0% |
| 3Y | +380.2% | +72.8% | +307.4% | +198.7% |
| 5Y | +275.3% | +54.1% | +221.2% | +160.9% |
| 10Y | +1,751.4% | +140.6% | +1,610.8% | +786.8% |
| All | +13,634.3% | +215.7% | +13,418.6% | +6,183.8% |
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