+138.0%
FXI vs TNA
+990.0%
-851.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.1% |
| 7D | -1.0% | +4.1% | -5.0% | -1.9% |
| 30D | -3.2% | -7.6% | +4.4% | -1.5% |
| 3M | +1.7% | +8.1% | -6.4% | -0.9% |
| 6M | -1.6% | +49.0% | -50.6% | -12.2% |
| YTD | -7.9% | +51.7% | -59.6% | -18.8% |
| 1Y | -9.6% | +59.6% | -69.2% | -22.2% |
| 3Y | +40.5% | +118.9% | -78.4% | +0.7% |
| 5Y | -6.2% | -19.2% | +12.9% | -22.0% |
| 10Y | +14.2% | +77.2% | -63.1% | -43.4% |
| All | +138.0% | +990.0% | -851.9% | -61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling