+14.7%
FXI vs TDY
+479.2%
-464.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | 0.0% |
| 7D | -3.9% | -1.1% | -2.8% | -3.5% |
| 30D | -2.1% | -12.0% | +9.9% | +2.1% |
| 3M | -0.5% | -3.2% | +2.7% | +0.3% |
| 6M | -4.5% | -7.9% | +3.3% | -2.4% |
| YTD | -9.2% | +18.2% | -27.5% | -15.1% |
| 1Y | -13.8% | +6.7% | -20.4% | -16.6% |
| 3Y | +36.6% | +47.5% | -11.0% | +16.3% |
| 5Y | -6.7% | +39.5% | -46.2% | -20.2% |
| All | +14.7% | +479.2% | -464.6% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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