+59.6%
TXN vs EWJ
+50.5%
+9.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.2% | +1.6% | +2.0% |
| 7D | +4.0% | +0.3% | +3.7% | +3.7% |
| 30D | -2.9% | +0.8% | -3.6% | -3.5% |
| 3M | -9.1% | +7.5% | -16.6% | -13.9% |
| 6M | +36.6% | +15.6% | +21.0% | +22.3% |
| YTD | +57.5% | +22.7% | +34.8% | +33.5% |
| 1Y | +49.5% | +26.4% | +23.1% | +23.6% |
| 3Y | +76.5% | +72.5% | +4.0% | +8.1% |
| All | +59.6% | +50.5% | +9.1% | +9.3% |
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