-3.9%
FXI vs TT
+147.0%
-150.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | +1.0% | 0.0% | +1.0% | +1.0% |
| 30D | -0.6% | -7.2% | +6.6% | +1.2% |
| 3M | +1.9% | -3.0% | +4.9% | +2.2% |
| 6M | -0.2% | +1.4% | -1.5% | -1.2% |
| YTD | -5.6% | +15.9% | -21.5% | -9.8% |
| 1Y | -4.7% | +9.4% | -14.1% | -7.8% |
| 3Y | +38.0% | +124.4% | -86.3% | +4.6% |
| All | -3.9% | +147.0% | -150.9% | -35.2% |
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