+12,702.2%
TSM vs EWJ
+194.8%
+12,507.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -2.0% |
| 7D | +6.2% | +4.0% | +2.2% | +2.6% |
| 30D | -7.3% | -4.3% | -3.0% | -3.2% |
| 3M | -7.1% | -6.8% | -0.3% | -0.6% |
| 6M | +0.2% | -0.9% | +1.1% | +2.2% |
| YTD | +32.2% | +14.3% | +18.0% | +18.9% |
| 1Y | +42.8% | +15.3% | +27.5% | +27.2% |
| 3Y | +330.4% | +65.6% | +264.8% | +179.7% |
| 5Y | +263.9% | +47.5% | +216.5% | +164.6% |
| 10Y | +1,580.2% | +126.2% | +1,454.0% | +754.3% |
| All | +12,702.2% | +194.8% | +12,507.4% | +6,156.7% |
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