+213.4%
FXI vs TYL
+4,326.9%
-4,113.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.9% |
| 7D | +5.7% | +6.7% | -1.0% | +3.0% |
| 30D | +4.6% | +26.5% | -22.0% | -5.0% |
| 3M | -2.8% | +37.3% | -40.1% | -14.9% |
| 6M | -6.1% | +31.2% | -37.2% | -17.5% |
| YTD | -8.0% | -7.4% | -0.7% | -8.9% |
| 1Y | -11.3% | -9.6% | -1.8% | -11.4% |
| 3Y | +42.6% | +1.9% | +40.7% | +31.1% |
| 5Y | -0.1% | -21.1% | +21.0% | -0.9% |
| 10Y | +22.7% | +171.8% | -149.0% | -36.1% |
| All | +213.4% | +4,326.9% | -4,113.5% | -63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling