+309.1%
TMUS vs FXI
+14.7%
+294.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.5% | +0.6% |
| 7D | -0.3% | -1.0% | +0.7% | -0.1% |
| 30D | +3.1% | -3.2% | +6.4% | +3.8% |
| 3M | +2.4% | +1.7% | +0.7% | +2.0% |
| 6M | -17.1% | -1.6% | -15.5% | -17.0% |
| YTD | -9.1% | -7.9% | -1.2% | -7.9% |
| 1Y | -23.6% | -9.6% | -14.0% | -22.5% |
| 3Y | +38.8% | +40.5% | -1.6% | +23.8% |
| 5Y | +43.0% | -6.2% | +49.2% | +44.2% |
| 10Y | +309.1% | +14.2% | +294.9% | +264.0% |
| All | +309.1% | +14.7% | +294.4% | +264.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling