+88.6%
TGT vs FXI
-10.5%
+99.1%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.2% | +1.4% | +4.6% |
| 7D | +9.5% | +6.6% | +2.9% | +8.0% |
| 30D | +6.6% | +2.2% | +4.4% | +6.0% |
| 3M | +11.0% | -4.7% | +15.7% | +11.7% |
| 6M | +29.9% | -4.7% | +34.5% | +30.6% |
| YTD | +71.4% | -9.0% | +80.4% | +70.6% |
| 1Y | +88.6% | -10.5% | +99.1% | +88.3% |
| All | +88.6% | -10.5% | +99.1% | +88.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling