-6.3%
FXI vs TW
+221.1%
-227.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | +1.0% | -2.3% | +3.4% | +1.6% |
| 30D | -0.6% | +3.9% | -4.5% | -1.5% |
| 3M | +1.9% | +5.7% | -3.8% | +0.2% |
| 6M | -0.2% | -14.5% | +14.4% | +2.9% |
| YTD | -5.6% | -0.9% | -4.7% | -6.4% |
| 1Y | -4.7% | -13.5% | +8.8% | -2.4% |
| 3Y | +38.0% | +25.0% | +13.0% | +25.6% |
| 5Y | -2.7% | +22.7% | -25.4% | -13.2% |
| All | -6.3% | +221.1% | -227.4% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 all: compounded portfolio wealth divided by compounded TW 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…
all analysis · Full analysis span regression · 6 months rolling