+22.1%
FXI vs TSLQ
-97.2%
+119.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.3% |
| 7D | -3.9% | -6.6% | +2.7% | -4.2% |
| 30D | -2.1% | -24.3% | +22.2% | -3.5% |
| 3M | -0.5% | -3.6% | +3.2% | +0.2% |
| 6M | -4.5% | -12.0% | +7.4% | -3.7% |
| YTD | -9.2% | +1.4% | -10.6% | -7.4% |
| 1Y | -13.8% | -43.6% | +29.8% | -14.3% |
| 3Y | +36.6% | -95.4% | +132.0% | +26.8% |
| All | +22.1% | -97.2% | +119.3% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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