-9.6%
FXI vs TEM
+57.8%
-67.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | -1.2% |
| 7D | -4.2% | +7.8% | -11.9% | -4.3% |
| 30D | -2.0% | +11.2% | -13.3% | -2.4% |
| 3M | -5.0% | +39.0% | -43.9% | -5.9% |
| 6M | -9.6% | +61.6% | -71.3% | -11.3% |
| All | -9.6% | +57.8% | -67.4% | -11.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling