+40.9%
TTWO vs EWJ
+50.5%
-9.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.7% |
| 7D | +0.4% | +0.3% | +0.1% | +0.2% |
| 30D | -11.3% | +0.8% | -12.1% | -11.7% |
| 3M | +1.6% | +7.5% | -5.9% | -2.1% |
| 6M | +2.1% | +15.6% | -13.5% | -5.6% |
| YTD | -15.8% | +22.7% | -38.6% | -24.9% |
| 1Y | -12.6% | +26.4% | -39.0% | -23.4% |
| 3Y | +48.2% | +72.5% | -24.3% | +5.5% |
| All | +40.9% | +50.5% | -9.7% | +2.0% |
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 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