+406.3%
T vs FXI
+204.0%
+202.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.8% |
| 7D | +2.0% | -1.9% | +3.9% | +2.5% |
| 30D | -1.0% | -0.6% | -0.4% | -0.9% |
| 3M | -8.1% | -4.9% | -3.2% | -7.0% |
| 6M | -8.3% | -8.8% | +0.5% | -6.2% |
| YTD | -6.1% | -10.7% | +4.6% | -3.7% |
| 1Y | -7.4% | -15.2% | +7.9% | -3.7% |
| 3Y | +65.4% | +42.5% | +23.0% | +43.4% |
| 5Y | +57.6% | -7.8% | +65.5% | +50.7% |
| 10Y | +61.4% | +20.0% | +41.4% | +36.8% |
| All | +406.3% | +204.0% | +202.3% | +197.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 FXI 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