+203.6%
TGT vs FXI
+17.1%
+186.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -5.2% | -3.9% | -1.4% | -4.2% |
| 30D | +1.2% | -2.1% | +3.3% | +1.8% |
| 3M | +18.4% | -0.5% | +18.8% | +18.5% |
| 6M | +33.4% | -4.5% | +38.0% | +34.9% |
| YTD | +63.8% | -9.2% | +73.1% | +67.6% |
| 1Y | +77.2% | -13.8% | +90.9% | +83.8% |
| 3Y | +41.8% | +36.6% | +5.2% | +25.4% |
| 5Y | -25.5% | -6.7% | -18.9% | -26.9% |
| All | +203.6% | +17.1% | +186.5% | +179.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling