+36.8%
FXI vs TTMI
+859.5%
-822.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.7% | -0.9% |
| 7D | -2.8% | +7.5% | -10.3% | -3.5% |
| 30D | -5.3% | -4.5% | -0.8% | -5.1% |
| 3M | +0.3% | -28.5% | +28.9% | +3.0% |
| 6M | -4.6% | +28.4% | -32.9% | -9.9% |
| YTD | -9.1% | +80.1% | -89.2% | -18.8% |
| 1Y | -12.0% | +161.0% | -173.0% | -26.7% |
| All | +36.8% | +859.5% | -822.6% | -13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling