-10.5%
FXI vs TXG
+406.9%
-417.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.4% | +0.8% | +4.1% |
| 7D | +6.6% | -19.3% | +25.8% | +7.2% |
| 30D | +2.2% | -30.9% | +33.1% | +3.2% |
| 3M | -4.7% | +41.1% | -45.8% | -6.2% |
| 6M | -4.7% | +211.9% | -216.5% | -9.3% |
| YTD | -9.0% | +314.0% | -323.0% | -14.4% |
| 1Y | -10.5% | +405.4% | -415.9% | -16.8% |
| All | -10.5% | +406.9% | -417.4% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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