+419.8%
TXN vs EWJ
+144.4%
+275.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.2% | +1.6% | +1.7% |
| 7D | +4.0% | +0.3% | +3.7% | +3.7% |
| 30D | -2.9% | +0.8% | -3.6% | -3.6% |
| 3M | -9.1% | +7.5% | -16.6% | -14.7% |
| 6M | +36.6% | +15.6% | +21.0% | +19.8% |
| YTD | +57.5% | +22.7% | +34.8% | +29.6% |
| 1Y | +49.5% | +26.4% | +23.1% | +19.3% |
| 3Y | +76.5% | +72.5% | +4.0% | +0.3% |
| 5Y | +62.4% | +52.4% | +9.9% | +5.2% |
| All | +419.8% | +144.4% | +275.4% | +115.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling