-7.8%
FXI vs TXT
+14.6%
-22.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | -1.9% | -0.8% | -1.1% | -1.7% |
| 30D | -0.6% | +13.4% | -14.1% | -4.6% |
| 3M | -4.9% | -2.5% | -2.3% | -4.5% |
| 6M | -8.8% | -6.2% | -2.6% | -7.7% |
| YTD | -10.7% | -1.3% | -9.4% | -11.9% |
| 1Y | -15.2% | +4.3% | -19.6% | -18.0% |
| 3Y | +42.5% | +13.2% | +29.3% | +29.5% |
| 5Y | -7.8% | +12.4% | -20.2% | -19.3% |
| All | -7.8% | +14.6% | -22.4% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling