+7,740.4%
TT vs EWJ
+138.9%
+7,601.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.3% |
| 7D | +8.1% | +3.6% | +4.4% | +5.6% |
| 30D | -11.3% | -6.0% | -5.3% | -7.6% |
| 3M | -11.2% | -6.5% | -4.7% | -7.2% |
| 6M | -8.9% | -0.1% | -8.8% | -9.0% |
| YTD | +9.7% | +13.9% | -4.2% | +0.5% |
| 1Y | +1.3% | +13.1% | -11.9% | -6.8% |
| 3Y | +93.4% | +65.0% | +28.3% | +37.6% |
| 5Y | +133.5% | +47.0% | +86.6% | +79.3% |
| 10Y | +739.9% | +125.5% | +614.4% | +394.9% |
| All | +7,740.4% | +138.9% | +7,601.5% | +3,730.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling