+221.8%
FXI vs TPR
+803.4%
-581.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +1.0% | -2.3% | +3.3% | +1.8% |
| 30D | -0.6% | -23.0% | +22.4% | +7.4% |
| 3M | +1.9% | -12.5% | +14.4% | +5.3% |
| 6M | -0.2% | -21.4% | +21.3% | +6.1% |
| YTD | -5.6% | -3.5% | -2.1% | -6.6% |
| 1Y | -4.7% | +17.4% | -22.0% | -12.3% |
| 3Y | +38.0% | +291.3% | -253.2% | -19.4% |
| 5Y | -2.7% | +241.9% | -244.6% | -42.8% |
| 10Y | +19.9% | +322.7% | -302.8% | -46.4% |
| All | +221.8% | +803.4% | -581.6% | -20.2% |
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