+14.7%
FXI vs TTMI
+1,127.6%
-1,112.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.4% | -2.9% | -0.1% |
| 7D | -3.9% | +0.7% | -4.5% | -4.0% |
| 30D | -2.1% | -8.4% | +6.3% | -1.1% |
| 3M | -0.5% | -32.5% | +32.0% | +4.5% |
| 6M | -4.5% | +32.5% | -37.0% | -12.7% |
| YTD | -9.2% | +83.2% | -92.5% | -23.2% |
| 1Y | -13.8% | +161.7% | -175.5% | -33.1% |
| 3Y | +36.6% | +890.1% | -853.6% | -23.6% |
| 5Y | -6.7% | +832.4% | -839.1% | -48.8% |
| All | +14.7% | +1,127.6% | -1,112.9% | -42.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling