+135.7%
TT vs EWJ
+47.4%
+88.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.6% | +1.0% | +2.0% |
| 7D | +1.7% | -1.5% | +3.2% | +2.8% |
| 30D | -11.8% | -6.5% | -5.3% | -7.3% |
| 3M | -12.6% | -5.6% | -7.0% | -8.8% |
| 6M | -9.4% | -0.3% | -9.1% | -9.4% |
| YTD | +8.8% | +13.9% | -5.1% | -1.6% |
| 1Y | -2.5% | +14.6% | -17.1% | -12.3% |
| 3Y | +95.7% | +66.6% | +29.0% | +27.3% |
| 5Y | +135.7% | +47.7% | +88.1% | +67.8% |
| All | +135.7% | +47.4% | +88.3% | +67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling