+14.2%
FXI vs TPR
+305.2%
-291.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.7% | +1.3% | -1.7% |
| 7D | -1.0% | -3.4% | +2.4% | -0.2% |
| 30D | -3.2% | -27.3% | +24.1% | +3.1% |
| 3M | +1.7% | -16.2% | +17.9% | +4.9% |
| 6M | -1.6% | -17.9% | +16.3% | +1.6% |
| YTD | -7.9% | -7.1% | -0.8% | -7.7% |
| 1Y | -9.6% | +13.6% | -23.2% | -13.7% |
| 3Y | +40.5% | +293.7% | -253.3% | -0.9% |
| 5Y | -6.2% | +239.1% | -245.3% | -33.1% |
| 10Y | +14.2% | +311.2% | -297.0% | -28.1% |
| All | +14.2% | +305.2% | -291.1% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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