+221.8%
FXI vs TXT
+178.0%
+43.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | +1.0% | -4.8% | +5.8% | +2.8% |
| 30D | -0.6% | -10.6% | +10.1% | +3.5% |
| 3M | +1.9% | -13.2% | +15.1% | +6.7% |
| 6M | -0.2% | -20.3% | +20.2% | +7.6% |
| YTD | -5.6% | -9.3% | +3.7% | -3.5% |
| 1Y | -4.7% | -2.7% | -2.0% | -5.2% |
| 3Y | +38.0% | +1.4% | +36.6% | +32.5% |
| 5Y | -2.7% | +9.6% | -12.2% | -11.1% |
| 10Y | +19.9% | +94.9% | -75.0% | -21.2% |
| All | +221.8% | +178.0% | +43.8% | +92.6% |
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