+14.7%
FXI vs TDG
+547.7%
-533.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.1% |
| 7D | -3.9% | -1.9% | -2.0% | -3.4% |
| 30D | -2.1% | -7.7% | +5.6% | -0.3% |
| 3M | -0.5% | -9.3% | +8.9% | +1.6% |
| 6M | -4.5% | -9.4% | +4.8% | -2.9% |
| YTD | -9.2% | -14.3% | +5.0% | -6.6% |
| 1Y | -13.8% | -11.8% | -2.0% | -12.0% |
| 3Y | +36.6% | +52.0% | -15.4% | +19.6% |
| 5Y | -6.7% | +128.8% | -135.5% | -27.1% |
| All | +14.7% | +547.7% | -533.0% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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