+480.4%
TGT vs FXI
+213.7%
+266.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.2% |
| 7D | -0.6% | -1.0% | +0.3% | -0.3% |
| 30D | +9.5% | -3.2% | +12.8% | +10.7% |
| 3M | +32.3% | +1.7% | +30.6% | +31.4% |
| 6M | +37.0% | -1.6% | +38.6% | +37.4% |
| YTD | +71.0% | -7.9% | +78.9% | +75.0% |
| 1Y | +85.0% | -9.6% | +94.6% | +90.3% |
| 3Y | +46.8% | +40.5% | +6.4% | +25.9% |
| 5Y | -22.7% | -6.2% | -16.5% | -26.1% |
| 10Y | +216.3% | +14.2% | +202.1% | +172.3% |
| All | +480.4% | +213.7% | +266.7% | +214.8% |
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 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