+92.0%
TLT vs FXI
+221.5%
-129.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.4% | +0.3% |
| 7D | -0.4% | +1.0% | -1.5% | -0.3% |
| 30D | -0.6% | -0.6% | 0.0% | -0.6% |
| 3M | -2.7% | +1.9% | -4.6% | -2.5% |
| 6M | -5.6% | -0.2% | -5.5% | -5.6% |
| YTD | -2.8% | -5.6% | +2.8% | -3.2% |
| 1Y | -1.4% | -4.7% | +3.2% | -1.8% |
| 3Y | -1.6% | +38.0% | -39.6% | +2.8% |
| 5Y | -33.8% | -2.7% | -31.1% | -33.2% |
| 10Y | -21.1% | +19.9% | -41.1% | -16.3% |
| All | +92.0% | +221.5% | -129.5% | +128.8% |
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