+190.1%
TFC vs FXI
+210.6%
-20.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.8% | +2.3% |
| 7D | +0.3% | +4.4% | -4.0% | -1.8% |
| 30D | +9.2% | +1.2% | +7.9% | +8.4% |
| 3M | -2.9% | -4.2% | +1.3% | -1.1% |
| 6M | +3.5% | -6.2% | +9.7% | +6.1% |
| YTD | +5.4% | -8.8% | +14.2% | +9.2% |
| 1Y | +17.3% | -11.6% | +28.9% | +23.3% |
| 3Y | +96.7% | +45.1% | +51.5% | +53.3% |
| 5Y | -1.1% | -1.2% | +0.1% | -10.9% |
| 10Y | +84.7% | +20.1% | +64.7% | +45.4% |
| All | +190.1% | +210.6% | -20.5% | +57.6% |
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