-6.2%
FXI vs TRMB
-37.5%
+31.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.1% |
| 7D | -1.0% | -0.3% | -0.7% | -0.9% |
| 30D | -3.2% | -1.2% | -2.0% | -3.0% |
| 3M | +1.7% | +9.6% | -7.9% | -1.6% |
| 6M | -1.6% | -16.1% | +14.6% | +3.2% |
| YTD | -7.9% | -25.0% | +17.1% | -0.2% |
| 1Y | -9.6% | -27.7% | +18.1% | -1.1% |
| 3Y | +40.5% | +15.3% | +25.2% | +26.6% |
| 5Y | -6.2% | -37.4% | +31.2% | +0.6% |
| All | -6.2% | -37.5% | +31.3% | +0.6% |
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