-8.4%
FXI vs TPR
+230.3%
-238.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -4.2% | -0.3% | -3.9% | -4.1% |
| 30D | -1.1% | +15.1% | -16.2% | -4.7% |
| 3M | -4.0% | +3.5% | -7.5% | -5.1% |
| 6M | -11.8% | +0.4% | -12.3% | -13.0% |
| YTD | -11.9% | +4.6% | -16.5% | -14.8% |
| 1Y | -16.1% | +33.1% | -49.2% | -24.2% |
| 3Y | +38.8% | +396.0% | -357.2% | -22.2% |
| All | -8.4% | +230.3% | -238.7% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling