+161.7%
TTMI vs EWJ
+26.9%
+134.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.2% | +1.2% | -0.9% |
| 7D | +0.7% | +0.3% | +0.4% | +0.2% |
| 30D | -8.4% | +0.8% | -9.2% | -9.4% |
| 3M | -32.5% | +7.5% | -40.0% | -40.0% |
| 6M | +32.5% | +15.6% | +16.9% | +5.6% |
| YTD | +83.2% | +22.7% | +60.5% | +25.1% |
| 1Y | +161.7% | +26.4% | +135.3% | +73.8% |
| All | +161.7% | +26.9% | +134.7% | +73.8% |
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 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