+200.3%
FXI vs TD
+1,408.7%
-1,208.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -4.2% | +1.1% | -5.3% | -5.0% |
| 30D | -1.1% | +5.2% | -6.3% | -4.8% |
| 3M | -4.0% | +1.2% | -5.2% | -5.4% |
| 6M | -11.8% | +17.7% | -29.6% | -22.4% |
| YTD | -11.9% | +34.2% | -46.1% | -29.7% |
| 1Y | -16.1% | +55.4% | -71.5% | -39.8% |
| 3Y | +38.8% | +130.4% | -91.6% | -26.4% |
| 5Y | -9.1% | +101.8% | -110.9% | -48.0% |
| 10Y | +18.4% | +301.9% | -283.4% | -63.2% |
| All | +200.3% | +1,408.7% | -1,208.4% | -56.8% |
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