+221.8%
FXI vs TRMB
+706.4%
-484.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.6% | +1.9% |
| 7D | +1.0% | -2.5% | +3.6% | +2.0% |
| 30D | -0.6% | +1.5% | -2.1% | -1.3% |
| 3M | +1.9% | +6.8% | -4.9% | -1.1% |
| 6M | -0.2% | -14.9% | +14.8% | +4.8% |
| YTD | -5.6% | -24.1% | +18.5% | +2.9% |
| 1Y | -4.7% | -25.4% | +20.7% | +4.3% |
| 3Y | +38.0% | +8.0% | +30.0% | +26.9% |
| 5Y | -2.7% | -37.3% | +34.6% | +7.1% |
| 10Y | +19.9% | +116.8% | -96.9% | -25.0% |
| All | +221.8% | +706.4% | -484.6% | +16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling