-7.8%
FXI vs TRMB
-34.2%
+26.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.2% | -4.6% | -2.3% |
| 7D | -1.9% | +4.1% | -6.0% | -3.0% |
| 30D | -0.6% | -5.1% | +4.4% | -0.4% |
| 3M | -4.9% | -2.6% | -2.3% | -5.6% |
| 6M | -8.8% | -2.7% | -6.1% | -9.8% |
| YTD | -10.7% | -27.9% | +17.2% | -3.4% |
| 1Y | -15.2% | -29.0% | +13.8% | -7.9% |
| 3Y | +42.5% | +35.0% | +7.5% | +19.5% |
| 5Y | -7.8% | -33.9% | +26.1% | -4.4% |
| All | -7.8% | -34.2% | +26.4% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling