+145.0%
TT vs EWJ
+51.7%
+93.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | +1.6% | +2.9% | -1.3% | -0.5% |
| 30D | -7.3% | +1.1% | -8.4% | -8.1% |
| 3M | -2.6% | +7.1% | -9.7% | -7.4% |
| 6M | +5.9% | +16.2% | -10.3% | -5.3% |
| YTD | +15.4% | +22.0% | -6.6% | -0.6% |
| 1Y | +8.2% | +26.2% | -18.0% | -9.2% |
| 3Y | +122.7% | +73.5% | +49.2% | +42.8% |
| 5Y | +145.0% | +52.7% | +92.3% | +60.2% |
| All | +145.0% | +51.7% | +93.3% | +60.2% |
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 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