+2,220.1%
TMO vs FXI
+213.7%
+2,006.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -0.9% |
| 7D | +0.4% | -1.0% | +1.4% | +0.8% |
| 30D | +1.5% | -3.2% | +4.8% | +2.7% |
| 3M | +28.5% | +1.7% | +26.9% | +27.5% |
| 6M | +20.4% | -1.6% | +21.9% | +20.6% |
| YTD | +4.3% | -7.9% | +12.2% | +6.9% |
| 1Y | +24.1% | -9.6% | +33.7% | +27.8% |
| 3Y | +17.5% | +40.5% | -23.0% | +0.2% |
| 5Y | +6.8% | -6.2% | +13.0% | +1.7% |
| 10Y | +311.9% | +14.2% | +297.7% | +255.8% |
| All | +2,220.1% | +213.7% | +2,006.4% | +1,149.0% |
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