+37.1%
FXI vs TLN
+683.0%
-646.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.2% | -8.1% | -1.4% |
| 7D | +4.4% | +9.1% | -4.7% | +3.5% |
| 30D | +1.2% | -4.1% | +5.3% | +1.4% |
| 3M | -4.2% | +4.4% | -8.6% | -4.9% |
| 6M | -6.2% | -6.0% | -0.2% | -6.4% |
| YTD | -8.8% | -3.1% | -5.7% | -9.7% |
| 1Y | -11.6% | -6.1% | -5.6% | -12.4% |
| 3Y | +45.1% | +575.3% | -530.2% | +6.9% |
| All | +37.1% | +683.0% | -646.0% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling