+40.5%
FXI vs TXT
+5.7%
+34.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.0% | -2.6% |
| 7D | -1.0% | -0.2% | -0.7% | -0.9% |
| 30D | -3.2% | -11.1% | +7.8% | -0.6% |
| 3M | +1.7% | -13.0% | +14.7% | +4.6% |
| 6M | -1.6% | -16.2% | +14.6% | +2.1% |
| YTD | -7.9% | -8.7% | +0.8% | -7.1% |
| 1Y | -9.6% | -3.8% | -5.8% | -10.3% |
| 3Y | +40.5% | +5.5% | +34.9% | +27.2% |
| All | +40.5% | +5.7% | +34.8% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling