+19.2%
FXI vs TMF
-81.8%
+101.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.1% | -1.5% |
| 7D | -4.2% | -8.2% | +4.0% | -4.5% |
| 30D | -2.0% | +5.3% | -7.4% | -1.8% |
| 3M | -5.0% | -8.5% | +3.5% | -5.2% |
| 6M | -9.6% | -17.2% | +7.5% | -10.2% |
| YTD | -11.9% | -23.4% | +11.5% | -12.7% |
| 1Y | -16.7% | -30.2% | +13.6% | -17.7% |
| 3Y | +40.6% | -32.9% | +73.6% | +39.8% |
| 5Y | -9.1% | -88.5% | +79.5% | -22.4% |
| All | +19.2% | -81.8% | +101.0% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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