-10.5%
FXI vs TRMB
-31.2%
+20.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -17.3% | +21.5% | +5.2% |
| 7D | +6.6% | -15.7% | +22.3% | +7.2% |
| 30D | +2.2% | -7.8% | +9.9% | +1.4% |
| 3M | -4.7% | -9.3% | +4.6% | -5.3% |
| 6M | -4.7% | -20.8% | +16.2% | -3.2% |
| YTD | -9.0% | -30.8% | +21.8% | -5.2% |
| 1Y | -10.5% | -31.0% | +20.5% | -6.8% |
| All | -10.5% | -31.2% | +20.7% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 1y: compounded portfolio wealth divided by compounded TRMB 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…
1y analysis · Full analysis span regression · 6 months rolling