+200.3%
FXI vs TSEM
+209.5%
-9.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | -4.2% | +20.5% | -24.7% | -6.7% |
| 30D | -2.0% | -29.0% | +26.9% | +1.8% |
| 3M | -5.0% | -39.4% | +34.4% | +0.3% |
| 6M | -9.6% | -28.5% | +18.9% | -8.8% |
| YTD | -11.9% | +34.4% | -46.3% | -19.8% |
| 1Y | -16.7% | +48.3% | -65.0% | -25.4% |
| 3Y | +40.6% | +543.5% | -502.9% | -0.6% |
| 5Y | -9.1% | +331.4% | -340.5% | -32.9% |
| 10Y | +18.4% | +881.1% | -862.7% | -24.3% |
| All | +200.3% | +209.5% | -9.3% | +79.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling