+34.1%
FXI vs TLN
+716.6%
-682.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.9% | -6.3% | -1.8% |
| 7D | -1.9% | +15.9% | -17.8% | -3.0% |
| 30D | -0.6% | -0.3% | -0.4% | -0.7% |
| 3M | -4.9% | +5.8% | -10.7% | -5.6% |
| 6M | -8.8% | -1.2% | -7.6% | -9.3% |
| YTD | -10.7% | +1.0% | -11.8% | -11.9% |
| 1Y | -15.2% | +1.1% | -16.4% | -16.5% |
| 3Y | +42.5% | +591.7% | -549.2% | +5.4% |
| All | +34.1% | +716.6% | -682.5% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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