+911.5%
TT vs EWJ
+139.2%
+772.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.5% |
| 7D | -1.0% | -1.5% | +0.5% | +0.2% |
| 30D | -8.9% | +0.2% | -9.1% | -9.1% |
| 3M | -1.8% | +8.6% | -10.4% | -8.5% |
| 6M | +1.9% | +12.1% | -10.3% | -7.6% |
| YTD | +13.8% | +20.1% | -6.3% | -2.7% |
| 1Y | +6.1% | +25.2% | -19.0% | -12.5% |
| 3Y | +119.6% | +70.8% | +48.8% | +35.5% |
| 5Y | +145.9% | +49.2% | +96.7% | +70.1% |
| All | +911.5% | +139.2% | +772.3% | +370.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling