+23.9%
FXI vs TSLQ
-97.3%
+121.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -8.0% | +5.5% | -2.9% |
| 7D | -1.0% | -8.6% | +7.6% | -1.4% |
| 30D | -3.2% | -24.9% | +21.7% | -4.7% |
| 3M | +1.7% | -1.5% | +3.2% | +2.6% |
| 6M | -1.6% | -18.1% | +16.5% | -1.1% |
| YTD | -7.9% | -0.1% | -7.8% | -6.1% |
| 1Y | -9.6% | -51.4% | +41.7% | -10.9% |
| 3Y | +40.5% | -95.9% | +136.4% | +28.8% |
| All | +23.9% | -97.3% | +121.2% | +18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling