+320.5%
TMUS vs FXI
+54.9%
+265.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.5% | -5.0% | -4.0% |
| 7D | +0.1% | +1.0% | -1.0% | -0.3% |
| 30D | +5.3% | -0.6% | +5.8% | +5.4% |
| 3M | +3.1% | +1.9% | +1.2% | +2.2% |
| 6M | -16.5% | -0.2% | -16.3% | -16.8% |
| YTD | -9.2% | -5.6% | -3.6% | -7.9% |
| 1Y | -26.5% | -4.7% | -21.8% | -26.0% |
| 3Y | +39.0% | +38.0% | +1.0% | +15.4% |
| 5Y | +40.4% | -2.7% | +43.0% | +27.7% |
| 10Y | +303.7% | +19.9% | +283.8% | +221.8% |
| All | +320.5% | +54.9% | +265.6% | +125.2% |
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