-7.9%
FXI vs TSN
-15.5%
+7.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | -1.9% | -0.3% | -1.7% | -1.9% |
| 30D | -0.6% | +11.8% | -12.4% | -2.7% |
| 3M | -4.9% | +7.1% | -12.0% | -6.2% |
| 6M | -8.8% | -9.2% | +0.4% | -7.3% |
| YTD | -10.7% | +4.8% | -15.5% | -12.1% |
| 1Y | -15.2% | +11.6% | -26.9% | -17.7% |
| 3Y | +42.5% | +41.5% | +0.9% | +30.2% |
| All | -7.9% | -15.5% | +7.7% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling