-0.7%
FXI vs TXG
+21.5%
-22.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.7% | -7.2% | -3.1% |
| 7D | -1.0% | +9.4% | -10.3% | -2.3% |
| 30D | -3.2% | +26.1% | -29.3% | -6.8% |
| 3M | +1.7% | +124.8% | -123.1% | -11.0% |
| 6M | -1.6% | +215.2% | -216.8% | -19.0% |
| YTD | -7.9% | +302.2% | -310.1% | -27.6% |
| 1Y | -9.6% | +370.9% | -380.5% | -31.7% |
| 3Y | +40.5% | +38.5% | +1.9% | +23.4% |
| 5Y | -6.2% | -64.4% | +58.1% | -6.9% |
| All | -0.7% | +21.5% | -22.2% | -15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling