+36.0%
FXI vs TNA
+99.7%
-63.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | -0.1% |
| 7D | -2.8% | -7.6% | +4.8% | -1.7% |
| 30D | -3.7% | -13.6% | +10.0% | -1.6% |
| 3M | -0.4% | +2.8% | -3.2% | -1.3% |
| 6M | -5.4% | +34.5% | -39.9% | -10.6% |
| YTD | -9.6% | +41.0% | -50.6% | -15.5% |
| 1Y | -11.9% | +52.0% | -63.9% | -19.1% |
| All | +36.0% | +99.7% | -63.7% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 3y: compounded portfolio wealth divided by compounded TNA 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…
3y analysis · Full analysis span regression · 6 months rolling