+34.1%
FXI vs TEM
+79.0%
-44.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.7% | +5.7% | +0.2% |
| 7D | -4.2% | -5.9% | +1.6% | -4.0% |
| 30D | -1.1% | +4.8% | -5.9% | -1.5% |
| 3M | -4.0% | +31.9% | -35.8% | -5.4% |
| 6M | -11.8% | +56.0% | -67.8% | -14.0% |
| YTD | -11.9% | +21.3% | -33.2% | -13.5% |
| 1Y | -16.1% | +5.4% | -21.5% | -17.2% |
| All | +34.1% | +79.0% | -44.9% | +29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling