+209.9%
FXI vs TKO
+3,575.2%
-3,365.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.8% |
| 7D | -2.8% | +0.7% | -3.5% | -3.0% |
| 30D | -5.3% | +0.9% | -6.2% | -5.7% |
| 3M | +0.3% | -6.2% | +6.5% | +1.4% |
| 6M | -4.6% | -5.6% | +1.0% | -4.0% |
| YTD | -9.1% | -7.8% | -1.2% | -8.4% |
| 1Y | -12.0% | -1.2% | -10.8% | -13.0% |
| 3Y | +38.6% | +106.5% | -67.9% | +10.8% |
| 5Y | -6.6% | +310.4% | -316.9% | -38.9% |
| 10Y | +15.0% | +987.5% | -972.5% | -49.7% |
| All | +209.9% | +3,575.2% | -3,365.3% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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