+76.5%
TXN vs EWJ
+73.0%
+3.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.2% | +1.6% | +2.1% |
| 7D | +4.0% | +0.3% | +3.7% | +3.8% |
| 30D | -2.9% | +0.8% | -3.6% | -3.4% |
| 3M | -9.1% | +7.5% | -16.6% | -13.4% |
| 6M | +36.6% | +15.6% | +21.0% | +24.0% |
| YTD | +57.5% | +22.7% | +34.8% | +36.5% |
| 1Y | +49.5% | +26.4% | +23.1% | +26.8% |
| 3Y | +76.5% | +72.5% | +4.0% | +14.7% |
| All | +76.5% | +73.0% | +3.5% | +14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling