+125.2%
FXI vs TDG
+12,839.7%
-12,714.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.6% |
| 7D | -2.8% | -2.4% | -0.4% | -1.8% |
| 30D | -5.3% | -8.0% | +2.7% | -2.2% |
| 3M | +0.3% | -10.5% | +10.8% | +4.3% |
| 6M | -4.6% | -11.9% | +7.3% | -0.7% |
| YTD | -9.1% | -15.4% | +6.3% | -4.2% |
| 1Y | -12.0% | -14.2% | +2.2% | -8.0% |
| 3Y | +38.6% | +51.0% | -12.4% | +10.5% |
| 5Y | -6.6% | +126.5% | -133.0% | -39.1% |
| 10Y | +15.0% | +535.6% | -520.5% | -63.3% |
| All | +125.2% | +12,839.7% | -12,714.5% | -88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling