+19.6%
FXI vs TRGP
+2,231.3%
-2,211.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.7% |
| 7D | +1.0% | +0.8% | +0.3% | +0.9% |
| 30D | -0.6% | +11.5% | -12.1% | -2.4% |
| 3M | +1.9% | +9.0% | -7.1% | +0.2% |
| 6M | -0.2% | +20.5% | -20.7% | -3.6% |
| YTD | -5.6% | +59.5% | -65.1% | -13.0% |
| 1Y | -4.7% | +77.9% | -82.6% | -13.9% |
| 3Y | +38.0% | +253.6% | -215.5% | +9.8% |
| 5Y | -2.7% | +615.5% | -618.1% | -31.5% |
| 10Y | +19.9% | +897.1% | -877.2% | -29.3% |
| All | +19.6% | +2,231.3% | -2,211.6% | -55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling