-7.0%
FXI vs TD
+122.4%
-129.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.0% |
| 7D | -2.8% | -2.6% | -0.2% | -1.6% |
| 30D | -3.7% | -1.0% | -2.7% | -3.4% |
| 3M | -0.4% | +5.6% | -6.0% | -3.6% |
| 6M | -5.4% | +27.1% | -32.5% | -17.0% |
| YTD | -9.6% | +29.4% | -39.0% | -21.6% |
| 1Y | -11.9% | +60.7% | -72.6% | -31.9% |
| 3Y | +37.8% | +127.6% | -89.8% | -13.2% |
| 5Y | -7.0% | +125.4% | -132.4% | -41.0% |
| All | -7.0% | +122.4% | -129.5% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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