+63.9%
FXI vs TMF
-68.9%
+132.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.2% | +1.6% |
| 7D | +1.0% | -1.4% | +2.5% | +0.9% |
| 30D | -0.6% | -2.8% | +2.3% | -0.9% |
| 3M | +1.9% | -10.9% | +12.8% | +0.6% |
| 6M | -0.2% | -21.3% | +21.1% | -2.9% |
| YTD | -5.6% | -15.9% | +10.3% | -7.4% |
| 1Y | -4.7% | -15.7% | +11.1% | -6.3% |
| 3Y | +38.0% | -43.4% | +81.4% | +31.0% |
| 5Y | -2.7% | -87.8% | +85.1% | -26.4% |
| 10Y | +19.9% | -86.7% | +106.7% | +0.1% |
| All | +63.9% | -68.9% | +132.8% | +109.6% |
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