-7.0%
FXI vs TSEM
+610.6%
-617.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | -0.1% |
| 7D | -2.8% | +0.9% | -3.7% | -2.9% |
| 30D | -3.7% | -16.6% | +13.0% | -1.8% |
| 3M | -0.4% | -10.9% | +10.5% | -0.6% |
| 6M | -5.4% | +78.0% | -83.4% | -15.6% |
| YTD | -9.6% | +77.2% | -86.8% | -19.8% |
| 1Y | -11.9% | +207.6% | -219.5% | -28.7% |
| 3Y | +37.8% | +637.8% | -600.0% | -6.1% |
| 5Y | -7.0% | +617.0% | -624.0% | -36.6% |
| All | -7.0% | +610.6% | -617.7% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling