-13.4%
FXI vs TMF
-22.6%
+9.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +4.4% | +0.6% | +3.8% | +4.3% |
| 30D | +1.2% | +16.3% | -15.1% | -0.3% |
| 3M | -4.2% | -2.7% | -1.5% | -4.0% |
| 6M | -6.2% | -13.2% | +6.9% | -5.0% |
| YTD | -8.8% | -16.7% | +7.9% | -7.3% |
| All | -13.4% | -22.6% | +9.2% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling