-25.6%
TGT vs FXI
-8.2%
-17.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -1.0% |
| 7D | -5.0% | -2.8% | -2.2% | -4.4% |
| 30D | +3.0% | -3.7% | +6.7% | +3.9% |
| 3M | +22.6% | -0.4% | +23.0% | +22.7% |
| 6M | +31.2% | -5.4% | +36.6% | +32.7% |
| YTD | +63.7% | -9.6% | +73.3% | +67.1% |
| 1Y | +78.5% | -11.9% | +90.4% | +83.2% |
| 3Y | +40.5% | +37.8% | +2.7% | +26.3% |
| 5Y | -25.6% | -7.0% | -18.5% | -27.1% |
| All | -25.6% | -8.2% | -17.4% | -27.1% |
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