+1.7%
FXI vs TPG
+74.1%
-72.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.1% |
| 7D | -3.9% | -9.4% | +5.5% | -1.8% |
| 30D | -2.1% | -5.3% | +3.2% | -1.1% |
| 3M | -0.5% | +12.9% | -13.4% | -3.7% |
| 6M | -4.5% | +20.1% | -24.6% | -9.4% |
| YTD | -9.2% | -22.5% | +13.2% | -4.7% |
| 1Y | -13.8% | -19.7% | +5.9% | -10.7% |
| 3Y | +36.6% | +81.2% | -44.6% | +6.2% |
| All | +1.7% | +74.1% | -72.5% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 10y: compounded portfolio wealth divided by compounded TPG 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…
10y analysis · Full analysis span regression · 6 months rolling