+20.3%
FXI vs TT
+744.7%
-724.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +3.7% | +0.8% | +2.9% | +3.3% |
| 30D | +0.5% | -11.8% | +12.3% | +3.9% |
| 3M | -5.7% | -11.6% | +5.9% | -2.7% |
| 6M | -6.9% | -9.3% | +2.4% | -5.2% |
| YTD | -9.5% | +8.9% | -18.3% | -13.2% |
| 1Y | -14.0% | -2.2% | -11.8% | -14.8% |
| 3Y | +44.5% | +91.9% | -47.3% | +11.4% |
| 5Y | -2.8% | +136.0% | -138.8% | -32.2% |
| 10Y | +20.3% | +734.7% | -714.4% | -50.6% |
| All | +20.3% | +744.7% | -724.3% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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