+172.6%
TTMI vs EWJ
+31.1%
+141.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.4% | +8.5% | +8.1% |
| 7D | +5.9% | +2.5% | +3.3% | +1.0% |
| 30D | -4.3% | +3.3% | -7.6% | -9.3% |
| 3M | -32.0% | +5.0% | -37.0% | -36.7% |
| 6M | +19.5% | +11.5% | +7.9% | +0.8% |
| YTD | +82.0% | +22.4% | +59.6% | +28.5% |
| 1Y | +172.6% | +30.2% | +142.4% | +87.9% |
| All | +172.6% | +31.1% | +141.5% | +87.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling