-7.0%
FXI vs TRI
-11.1%
+4.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | -2.8% | -14.4% | +11.6% | -0.8% |
| 30D | -3.7% | -8.1% | +4.4% | -2.7% |
| 3M | -0.4% | +17.5% | -17.9% | -3.5% |
| 6M | -5.4% | -5.0% | -0.5% | -5.2% |
| YTD | -9.6% | -24.7% | +15.1% | -3.7% |
| 1Y | -11.9% | -41.5% | +29.6% | +1.4% |
| 3Y | +37.8% | -20.3% | +58.2% | +36.9% |
| 5Y | -7.0% | -10.9% | +3.9% | -18.3% |
| All | -7.0% | -11.1% | +4.1% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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