+36.0%
FXI vs TENB
-30.4%
+66.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | -0.3% |
| 7D | -2.8% | -7.1% | +4.3% | -2.4% |
| 30D | -3.7% | -15.4% | +11.7% | -2.9% |
| 3M | -0.4% | +19.5% | -19.9% | -2.5% |
| 6M | -5.4% | +54.8% | -60.2% | -9.4% |
| YTD | -9.6% | +36.1% | -45.7% | -12.4% |
| 1Y | -11.9% | +7.0% | -18.9% | -12.2% |
| All | +36.0% | -30.4% | +66.4% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 3y: compounded portfolio wealth divided by compounded TENB 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…
3y analysis · Full analysis span regression · 6 months rolling