+200.3%
FXI vs TXT
+196.5%
+3.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.6% |
| 7D | -4.2% | -1.1% | -3.1% | -3.8% |
| 30D | -2.0% | +13.3% | -15.3% | -6.8% |
| 3M | -5.0% | -5.1% | +0.2% | -3.7% |
| 6M | -9.6% | -7.1% | -2.5% | -8.3% |
| YTD | -11.9% | -3.2% | -8.7% | -12.5% |
| 1Y | -16.7% | +2.3% | -19.0% | -19.0% |
| 3Y | +40.6% | +11.1% | +29.6% | +30.0% |
| 5Y | -9.1% | +10.0% | -19.1% | -17.3% |
| 10Y | +18.4% | +91.1% | -72.7% | -21.7% |
| All | +200.3% | +196.5% | +3.8% | +74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling