-10.5%
FXI vs TEM
-11.1%
+0.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.8% | +7.0% | +4.3% |
| 7D | +6.6% | -1.3% | +7.9% | +6.6% |
| 30D | +2.2% | -9.5% | +11.7% | +2.5% |
| 3M | -4.7% | +60.7% | -65.4% | -7.5% |
| 6M | -4.7% | +35.5% | -40.1% | -6.8% |
| YTD | -9.0% | +28.0% | -37.0% | -11.3% |
| 1Y | -10.5% | -10.5% | 0.0% | -11.9% |
| All | -10.5% | -11.1% | +0.6% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling