-28.1%
TGT vs FXI
-9.2%
-19.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.6% | -4.2% | +6.8% | +3.7% |
| 30D | +4.7% | -1.1% | +5.8% | +5.0% |
| 3M | +4.6% | -4.0% | +8.5% | +5.5% |
| 6M | +34.9% | -11.8% | +46.7% | +38.7% |
| YTD | +70.9% | -11.9% | +82.8% | +75.5% |
| 1Y | +84.4% | -16.1% | +100.5% | +91.5% |
| 3Y | +69.1% | +38.8% | +30.3% | +51.5% |
| All | -28.1% | -9.2% | -19.0% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling