-1.2%
FXI vs TT
+139.1%
-140.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.7% | -5.5% | -1.9% |
| 7D | +4.4% | +1.7% | +2.6% | +3.9% |
| 30D | +1.2% | -11.8% | +13.1% | +4.0% |
| 3M | -4.2% | -12.6% | +8.4% | -1.4% |
| 6M | -6.2% | -9.4% | +3.1% | -4.8% |
| YTD | -8.8% | +8.8% | -17.6% | -12.0% |
| 1Y | -11.6% | -2.5% | -9.1% | -12.3% |
| 3Y | +45.1% | +95.7% | -50.5% | +13.0% |
| 5Y | -1.2% | +135.7% | -136.9% | -33.8% |
| All | -1.2% | +139.1% | -140.3% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling