+1.5%
TT vs EWJ
+14.0%
-12.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.7% |
| 7D | +4.0% | +4.0% | +0.1% | +1.1% |
| 30D | -11.3% | -4.3% | -7.1% | -8.5% |
| 3M | -12.3% | -6.8% | -5.5% | -7.8% |
| 6M | -10.8% | -0.9% | -10.0% | -10.3% |
| YTD | +8.2% | +14.3% | -6.1% | -3.5% |
| 1Y | +1.5% | +15.3% | -13.8% | -10.2% |
| All | +1.5% | +14.0% | -12.5% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling