+36.6%
FXI vs TDY
+46.9%
-10.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.1% |
| 7D | -3.9% | -1.1% | -2.8% | -3.6% |
| 30D | -2.1% | -12.0% | +9.9% | +0.8% |
| 3M | -0.5% | -3.2% | +2.7% | 0.0% |
| 6M | -4.5% | -7.9% | +3.3% | -3.0% |
| YTD | -9.2% | +18.2% | -27.5% | -13.5% |
| 1Y | -13.8% | +6.7% | -20.4% | -15.7% |
| 3Y | +36.6% | +47.5% | -11.0% | +20.2% |
| All | +36.6% | +46.9% | -10.3% | +20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling