+15.0%
FXI vs TXT
+100.3%
-85.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | -2.8% | +0.8% | -3.6% | -3.0% |
| 30D | -5.3% | -10.4% | +5.1% | -2.4% |
| 3M | +0.3% | -14.3% | +14.7% | +4.4% |
| 6M | -4.6% | -15.1% | +10.5% | -0.7% |
| YTD | -9.1% | -8.3% | -0.8% | -7.8% |
| 1Y | -12.0% | -0.7% | -11.3% | -12.9% |
| 3Y | +38.6% | +6.0% | +32.7% | +32.4% |
| 5Y | -6.6% | +12.5% | -19.1% | -13.6% |
| 10Y | +15.0% | +103.2% | -88.2% | -12.7% |
| All | +15.0% | +100.3% | -85.3% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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