+95.7%
TT vs EWJ
+65.0%
+30.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.6% | +1.0% | +2.3% |
| 7D | +1.7% | -1.5% | +3.2% | +2.7% |
| 30D | -11.8% | -6.5% | -5.3% | -7.9% |
| 3M | -12.6% | -5.6% | -7.0% | -9.3% |
| 6M | -9.4% | -0.3% | -9.1% | -9.2% |
| YTD | +8.8% | +13.9% | -5.1% | +0.2% |
| 1Y | -2.5% | +14.6% | -17.1% | -10.6% |
| 3Y | +95.7% | +66.6% | +29.0% | +40.0% |
| All | +95.7% | +65.0% | +30.7% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling