-10.5%
FXI vs TTMI
+9.6%
-20.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -10.1% | +14.3% | +4.6% |
| 7D | +6.6% | -19.2% | +25.7% | +7.4% |
| 30D | +2.2% | -44.9% | +47.1% | +4.4% |
| 3M | -4.7% | -44.7% | +40.0% | -2.8% |
| 6M | -4.7% | -53.4% | +48.7% | -2.3% |
| YTD | -9.0% | +6.3% | -15.3% | -13.0% |
| 1Y | -10.5% | +10.7% | -21.2% | -15.2% |
| All | -10.5% | +9.6% | -20.1% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 1y: compounded portfolio wealth divided by compounded TTMI 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…
1y analysis · Full analysis span regression · 6 months rolling