+209.9%
FXI vs TRI
+400.6%
-190.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.3% |
| 7D | -2.8% | -8.4% | +5.6% | +1.4% |
| 30D | -5.3% | -6.5% | +1.1% | -2.8% |
| 3M | +0.3% | +18.6% | -18.2% | -11.5% |
| 6M | -4.6% | -10.4% | +5.9% | -4.2% |
| YTD | -9.1% | -23.7% | +14.6% | -2.3% |
| 1Y | -12.0% | -42.5% | +30.5% | +11.9% |
| 3Y | +38.6% | -19.3% | +57.9% | +36.3% |
| 5Y | -6.6% | -9.7% | +3.1% | -16.9% |
| 10Y | +15.0% | +194.4% | -179.4% | -59.0% |
| All | +209.9% | +400.6% | -190.7% | -29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling