+42.0%
TMUS vs FXI
-4.2%
+46.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.5% | -5.0% | -3.5% |
| 7D | +0.1% | +1.0% | -1.0% | 0.0% |
| 30D | +5.3% | -0.6% | +5.8% | +5.3% |
| 3M | +3.1% | +1.9% | +1.2% | +3.0% |
| 6M | -16.5% | -0.2% | -16.3% | -16.5% |
| YTD | -9.2% | -5.6% | -3.6% | -8.9% |
| 1Y | -26.5% | -4.7% | -21.8% | -26.4% |
| 3Y | +39.0% | +38.0% | +1.0% | +34.1% |
| All | +42.0% | -4.2% | +46.2% | +44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling