+55.0%
FXI vs TMF
-70.3%
+125.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -1.9% | -3.4% | +1.4% | -2.3% |
| 30D | -0.6% | +11.5% | -12.1% | +0.7% |
| 3M | -4.9% | -4.5% | -0.4% | -5.3% |
| 6M | -8.8% | -15.0% | +6.2% | -10.4% |
| YTD | -10.7% | -19.9% | +9.1% | -12.9% |
| 1Y | -15.2% | -26.6% | +11.3% | -18.2% |
| 3Y | +42.5% | -29.8% | +72.3% | +39.5% |
| 5Y | -7.8% | -88.2% | +80.4% | -30.9% |
| 10Y | +20.0% | -81.4% | +101.4% | +8.5% |
| All | +55.0% | -70.3% | +125.3% | +97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling