+221.8%
FXI vs TD
+1,372.5%
-1,150.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +2.5% |
| 7D | +1.0% | +0.3% | +0.7% | +0.8% |
| 30D | -0.6% | +0.4% | -1.0% | -1.1% |
| 3M | +1.9% | +7.6% | -5.7% | -4.0% |
| 6M | -0.2% | +25.0% | -25.2% | -15.7% |
| YTD | -5.6% | +31.0% | -36.6% | -23.0% |
| 1Y | -4.7% | +65.2% | -69.8% | -34.3% |
| 3Y | +38.0% | +122.5% | -84.5% | -24.9% |
| 5Y | -2.7% | +124.8% | -127.5% | -48.5% |
| 10Y | +19.9% | +298.2% | -278.3% | -62.4% |
| All | +221.8% | +1,372.5% | -1,150.7% | -52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling