+802.2%
TTMI vs EWJ
+47.6%
+754.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -1.0% | -0.8% |
| 7D | +6.0% | -1.5% | +7.5% | +8.1% |
| 30D | -6.4% | +0.2% | -6.6% | -6.2% |
| 3M | -28.9% | +8.6% | -37.5% | -34.3% |
| 6M | +26.9% | +12.1% | +14.7% | +14.7% |
| YTD | +77.3% | +20.1% | +57.2% | +48.7% |
| 1Y | +147.5% | +25.2% | +122.3% | +100.8% |
| 3Y | +847.6% | +70.8% | +776.9% | +452.3% |
| 5Y | +802.2% | +49.2% | +753.0% | +419.4% |
| All | +802.2% | +47.6% | +754.6% | +419.4% |
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