+17.0%
FXI vs TMF
-86.8%
+103.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.2% | +1.5% |
| 7D | +1.0% | -1.4% | +2.5% | +1.0% |
| 30D | -0.6% | -2.8% | +2.3% | -0.6% |
| 3M | +1.9% | -10.9% | +12.8% | +1.5% |
| 6M | -0.2% | -21.3% | +21.1% | -1.0% |
| YTD | -5.6% | -15.9% | +10.3% | -6.1% |
| 1Y | -4.7% | -15.7% | +11.1% | -5.1% |
| 3Y | +38.0% | -43.4% | +81.4% | +35.7% |
| 5Y | -2.7% | -87.8% | +85.1% | -15.7% |
| All | +17.0% | -86.8% | +103.8% | +13.1% |
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