+19.2%
FXI vs TSEM
+805.6%
-786.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.9% | +6.9% | +1.1% |
| 7D | -4.2% | +7.0% | -11.2% | -5.5% |
| 30D | -1.1% | -29.8% | +28.6% | +3.8% |
| 3M | -4.0% | -41.9% | +38.0% | +3.4% |
| 6M | -11.8% | -45.8% | +33.9% | -6.1% |
| YTD | -11.9% | +25.1% | -37.0% | -23.0% |
| 1Y | -16.1% | +48.2% | -64.4% | -29.6% |
| 3Y | +38.8% | +476.5% | -437.7% | -18.7% |
| 5Y | -9.1% | +301.4% | -310.5% | -43.1% |
| All | +19.2% | +805.6% | -786.5% | -42.6% |
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