-9.1%
FXI vs TYL
-22.1%
+13.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -4.2% | -1.6% | -2.6% | -3.9% |
| 30D | -2.0% | +22.1% | -24.1% | -6.4% |
| 3M | -5.0% | +33.4% | -38.3% | -11.2% |
| 6M | -9.6% | +36.8% | -46.4% | -16.7% |
| YTD | -11.9% | -6.7% | -5.2% | -10.8% |
| 1Y | -16.7% | -9.2% | -7.4% | -15.0% |
| 3Y | +40.6% | +1.2% | +39.5% | +34.0% |
| 5Y | -9.1% | -23.0% | +13.9% | -9.8% |
| All | -9.1% | -22.1% | +13.1% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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