+8,181.4%
TT vs EWJ
+156.6%
+8,024.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.6% |
| 7D | 0.0% | +2.5% | -2.5% | -1.6% |
| 30D | -7.2% | +3.3% | -10.4% | -9.1% |
| 3M | -3.0% | +5.0% | -7.9% | -6.2% |
| 6M | +1.4% | +11.5% | -10.2% | -5.8% |
| YTD | +15.9% | +22.4% | -6.5% | +1.3% |
| 1Y | +9.4% | +30.2% | -20.8% | -8.3% |
| 3Y | +124.4% | +72.8% | +51.6% | +54.9% |
| 5Y | +138.0% | +54.1% | +83.9% | +76.7% |
| 10Y | +886.4% | +140.6% | +745.8% | +456.8% |
| All | +8,181.4% | +156.6% | +8,024.7% | +3,758.8% |
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 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