+14.7%
FXI vs TRGP
+863.3%
-848.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | -3.9% | +0.1% | -3.9% | -3.9% |
| 30D | -2.1% | +8.0% | -10.1% | -3.2% |
| 3M | -0.5% | +8.3% | -8.7% | -1.8% |
| 6M | -4.5% | +23.9% | -28.4% | -7.8% |
| YTD | -9.2% | +59.6% | -68.9% | -15.5% |
| 1Y | -13.8% | +79.4% | -93.2% | -21.2% |
| 3Y | +36.6% | +269.4% | -232.9% | +11.0% |
| 5Y | -6.7% | +641.6% | -648.3% | -31.3% |
| All | +14.7% | +863.3% | -848.6% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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