+14.7%
FXI vs TCOM
-9.8%
+24.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.1% |
| 7D | -3.9% | -4.9% | +1.0% | -2.0% |
| 30D | -2.1% | -14.4% | +12.3% | +4.0% |
| 3M | -0.5% | -17.7% | +17.2% | +6.8% |
| 6M | -4.5% | -25.1% | +20.6% | +6.2% |
| YTD | -9.2% | -45.7% | +36.5% | +13.3% |
| 1Y | -13.8% | -47.9% | +34.1% | +9.2% |
| 3Y | +36.6% | +8.9% | +27.6% | +24.5% |
| 5Y | -6.7% | +26.9% | -33.5% | -25.5% |
| All | +14.7% | -9.8% | +24.5% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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