+59.7%
FXI vs TMF
-69.2%
+128.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +5.7% | +1.2% | +4.4% | +5.8% |
| 30D | +4.6% | +19.7% | -15.2% | +6.9% |
| 3M | -2.8% | -2.1% | -0.7% | -2.9% |
| 6M | -6.1% | -13.4% | +7.4% | -7.5% |
| YTD | -8.0% | -16.7% | +8.7% | -9.8% |
| 1Y | -11.3% | -23.3% | +12.0% | -13.9% |
| 3Y | +42.6% | -24.8% | +67.5% | +41.0% |
| 5Y | -0.1% | -88.0% | +88.0% | -25.0% |
| 10Y | +22.7% | -84.7% | +107.5% | +5.9% |
| All | +59.7% | -69.2% | +128.8% | +104.1% |
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