+41.7%
TGT vs FXI
+35.7%
+6.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -1.0% |
| 7D | -5.0% | -2.8% | -2.2% | -4.5% |
| 30D | +3.0% | -3.7% | +6.7% | +3.8% |
| 3M | +22.6% | -0.4% | +23.0% | +22.7% |
| 6M | +31.2% | -5.4% | +36.6% | +32.4% |
| YTD | +63.7% | -9.6% | +73.3% | +66.4% |
| 1Y | +78.5% | -11.9% | +90.4% | +82.3% |
| All | +41.7% | +35.7% | +6.0% | +31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling