+93.7%
TFC vs FXI
+35.7%
+58.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.5% |
| 7D | -2.5% | -2.8% | +0.3% | -1.9% |
| 30D | -2.8% | -3.7% | +0.8% | -2.0% |
| 3M | +2.1% | -0.4% | +2.6% | +2.1% |
| 6M | +10.1% | -5.4% | +15.5% | +11.3% |
| YTD | +5.4% | -9.6% | +15.1% | +7.6% |
| 1Y | +16.3% | -11.9% | +28.2% | +19.3% |
| All | +93.7% | +35.7% | +58.0% | +80.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling