+38.2%
FXI vs TEM
+47.5%
-9.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | -3.9% | -8.7% | +4.8% | -3.5% |
| 30D | -2.1% | +8.1% | -10.2% | -2.6% |
| 3M | -0.5% | +19.0% | -19.5% | -1.5% |
| 6M | -4.5% | +12.0% | -16.6% | -5.6% |
| YTD | -9.2% | -0.1% | -9.2% | -9.9% |
| 1Y | -13.8% | -33.5% | +19.8% | -13.3% |
| All | +38.2% | +47.5% | -9.4% | +34.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling