+213.4%
FXI vs TPR
+882.2%
-668.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | +5.7% | +14.2% | -8.5% | +1.1% |
| 30D | +4.6% | +17.1% | -12.5% | -0.8% |
| 3M | -2.8% | -17.7% | +14.9% | +2.5% |
| 6M | -6.1% | -10.2% | +4.1% | -4.5% |
| YTD | -8.0% | +4.9% | -12.9% | -11.8% |
| 1Y | -11.3% | +36.1% | -47.5% | -22.2% |
| 3Y | +42.6% | +416.5% | -373.8% | -24.3% |
| 5Y | -0.1% | +254.8% | -254.8% | -41.9% |
| 10Y | +22.7% | +391.7% | -369.0% | -48.2% |
| All | +213.4% | +882.2% | -668.8% | -24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling