+19.2%
FXI vs TTMI
+394.2%
-375.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.4% |
| 7D | -4.2% | +11.4% | -15.6% | -6.0% |
| 30D | -1.1% | -28.3% | +27.2% | +2.2% |
| 3M | -4.0% | -46.7% | +42.7% | +3.2% |
| 6M | -11.8% | -56.1% | +44.3% | -3.8% |
| YTD | -11.9% | +7.4% | -19.3% | -21.2% |
| 1Y | -16.1% | +17.4% | -33.5% | -26.9% |
| 3Y | +38.8% | +429.1% | -390.4% | -17.2% |
| 5Y | -9.1% | +418.8% | -427.8% | -47.5% |
| All | +19.2% | +394.2% | -375.0% | -34.6% |
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