+197.7%
TFC vs FXI
+221.5%
-23.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.5% | -0.7% |
| 7D | +2.4% | +1.0% | +1.4% | +1.9% |
| 30D | -1.3% | -0.6% | -0.7% | -1.1% |
| 3M | +6.1% | +1.9% | +4.1% | +4.7% |
| 6M | +7.3% | -0.2% | +7.5% | +6.7% |
| YTD | +8.2% | -5.6% | +13.8% | +10.3% |
| 1Y | +14.4% | -4.7% | +19.1% | +15.8% |
| 3Y | +93.7% | +38.0% | +55.7% | +55.4% |
| 5Y | +16.4% | -2.7% | +19.1% | +5.8% |
| 10Y | +101.6% | +19.9% | +81.6% | +59.0% |
| All | +197.7% | +221.5% | -23.8% | +59.3% |
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