+42.6%
FXI vs TPR
+407.4%
-364.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | +5.7% | +14.2% | -8.5% | +3.3% |
| 30D | +4.6% | +17.1% | -12.5% | +1.8% |
| 3M | -2.8% | -17.7% | +14.9% | 0.0% |
| 6M | -6.1% | -10.2% | +4.1% | -5.2% |
| YTD | -8.0% | +4.9% | -12.9% | -9.9% |
| 1Y | -11.3% | +36.1% | -47.5% | -17.2% |
| 3Y | +42.6% | +416.5% | -373.8% | -4.1% |
| All | +42.6% | +407.4% | -364.8% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling