+189.7%
TFC vs FXI
+208.4%
-18.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | +1.7% | +3.7% | -2.0% | -0.1% |
| 30D | +9.0% | +0.5% | +8.5% | +8.7% |
| 3M | -2.1% | -5.7% | +3.6% | +0.5% |
| 6M | +3.4% | -6.9% | +10.3% | +6.3% |
| YTD | +5.3% | -9.5% | +14.7% | +9.5% |
| 1Y | +16.2% | -14.0% | +30.2% | +23.8% |
| 3Y | +94.8% | +44.5% | +50.3% | +52.1% |
| 5Y | -0.7% | -2.8% | +2.1% | -9.7% |
| 10Y | +80.9% | +20.3% | +60.5% | +42.2% |
| All | +189.7% | +208.4% | -18.6% | +58.0% |
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