+479.9%
TGT vs FXI
+200.0%
+279.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.6% | -4.2% | +6.8% | +4.1% |
| 30D | +4.7% | -1.1% | +5.8% | +5.1% |
| 3M | +4.6% | -4.0% | +8.5% | +5.9% |
| 6M | +34.9% | -11.8% | +46.7% | +40.3% |
| YTD | +70.9% | -11.9% | +82.8% | +77.4% |
| 1Y | +84.4% | -16.1% | +100.5% | +94.5% |
| 3Y | +69.1% | +38.8% | +30.3% | +45.7% |
| 5Y | -26.9% | -9.1% | -17.9% | -29.3% |
| 10Y | +207.6% | +18.4% | +189.2% | +161.5% |
| All | +479.9% | +200.0% | +279.9% | +219.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling