+221.8%
FXI vs TSN
+377.3%
-155.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | +1.0% | -6.3% | +7.4% | +3.1% |
| 30D | -0.6% | -10.8% | +10.3% | +3.2% |
| 3M | +1.9% | -8.8% | +10.7% | +4.6% |
| 6M | -0.2% | -16.8% | +16.7% | +5.3% |
| YTD | -5.6% | -10.0% | +4.4% | -3.3% |
| 1Y | -4.7% | -5.3% | +0.6% | -4.3% |
| 3Y | +38.0% | +8.5% | +29.5% | +30.0% |
| 5Y | -2.7% | -22.9% | +20.3% | +1.0% |
| 10Y | +19.9% | -12.6% | +32.6% | +9.2% |
| All | +221.8% | +377.3% | -155.5% | +10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling