+459.4%
TTMI vs EWJ
+174.0%
+285.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.3% |
| 7D | +12.2% | +2.9% | +9.3% | +8.9% |
| 30D | -5.7% | +1.1% | -6.8% | -6.4% |
| 3M | -27.5% | +7.1% | -34.6% | -31.2% |
| 6M | +47.1% | +16.2% | +31.0% | +30.7% |
| YTD | +87.5% | +22.0% | +65.5% | +58.5% |
| 1Y | +175.2% | +26.2% | +149.0% | +126.9% |
| 3Y | +901.9% | +73.5% | +828.5% | +503.2% |
| 5Y | +843.5% | +52.7% | +790.8% | +544.1% |
| 10Y | +1,077.0% | +138.5% | +938.5% | +425.2% |
| All | +459.4% | +174.0% | +285.4% | +213.0% |
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