-2.1%
FXI vs TXG
+27.0%
-29.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | -0.1% |
| 7D | -3.9% | +9.5% | -13.4% | -5.2% |
| 30D | -2.1% | +18.8% | -20.9% | -4.8% |
| 3M | -0.5% | +136.1% | -136.6% | -13.5% |
| 6M | -4.5% | +235.2% | -239.8% | -22.2% |
| YTD | -9.2% | +320.5% | -329.8% | -29.2% |
| 1Y | -13.8% | +425.2% | -439.0% | -36.0% |
| 3Y | +36.6% | +42.9% | -6.3% | +19.5% |
| 5Y | -6.7% | -62.8% | +56.2% | -7.9% |
| All | -2.1% | +27.0% | -29.2% | -17.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling