+77.2%
TGT vs FXI
-12.5%
+89.7%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -5.2% | -3.9% | -1.4% | -4.3% |
| 30D | +1.2% | -2.1% | +3.3% | +1.7% |
| 3M | +18.4% | -0.5% | +18.8% | +18.8% |
| 6M | +33.4% | -4.5% | +38.0% | +34.8% |
| YTD | +63.8% | -9.2% | +73.1% | +66.1% |
| 1Y | +77.2% | -13.8% | +90.9% | +83.7% |
| All | +77.2% | -12.5% | +89.7% | +83.7% |
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