+14.2%
FXI vs TSN
-5.9%
+20.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.8% |
| 7D | -2.8% | +1.4% | -4.2% | -3.1% |
| 30D | -3.7% | -6.2% | +2.5% | -2.6% |
| 3M | -0.4% | -5.7% | +5.3% | +0.5% |
| 6M | -5.4% | -11.4% | +5.9% | -3.7% |
| YTD | -9.6% | -8.2% | -1.4% | -8.7% |
| 1Y | -11.9% | -2.0% | -9.9% | -12.3% |
| 3Y | +37.8% | +11.9% | +26.0% | +32.8% |
| 5Y | -7.0% | -17.8% | +10.7% | -5.8% |
| All | +14.2% | -5.9% | +20.1% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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