+14.2%
FXI vs TSEM
+1,289.9%
-1,275.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | +0.1% |
| 7D | -2.8% | +0.9% | -3.7% | -3.0% |
| 30D | -3.7% | -16.6% | +13.0% | -0.8% |
| 3M | -0.4% | -10.9% | +10.5% | -0.8% |
| 6M | -5.4% | +78.0% | -83.4% | -20.1% |
| YTD | -9.6% | +77.2% | -86.8% | -24.3% |
| 1Y | -11.9% | +207.6% | -219.5% | -35.3% |
| 3Y | +37.8% | +637.8% | -600.0% | -21.0% |
| 5Y | -7.0% | +617.0% | -624.0% | -48.1% |
| All | +14.2% | +1,289.9% | -1,275.7% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 10y: compounded portfolio wealth divided by compounded TSEM 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…
10y analysis · Full analysis span regression · 6 months rolling