+208.1%
FXI vs TDY
+2,291.7%
-2,083.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -2.8% | -1.9% | -0.9% | -1.9% |
| 30D | -3.7% | -12.5% | +8.8% | +2.9% |
| 3M | -0.4% | -0.8% | +0.4% | -0.6% |
| 6M | -5.4% | -9.0% | +3.6% | -1.7% |
| YTD | -9.6% | +16.8% | -26.4% | -17.8% |
| 1Y | -11.9% | +9.5% | -21.4% | -17.5% |
| 3Y | +37.8% | +45.4% | -7.6% | +8.6% |
| 5Y | -7.0% | +37.8% | -44.9% | -26.7% |
| 10Y | +14.3% | +470.2% | -455.9% | -64.6% |
| All | +208.1% | +2,291.7% | -2,083.7% | -51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling