-44.8%
TOST vs FXI
-1.0%
-43.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | +3.0% | +3.7% | -0.7% | +1.2% |
| 30D | +10.3% | +0.5% | +9.8% | +10.0% |
| 3M | -3.3% | -5.7% | +2.4% | -0.6% |
| 6M | +37.8% | -6.9% | +44.7% | +42.1% |
| YTD | -2.8% | -9.5% | +6.7% | +1.2% |
| 1Y | -9.6% | -14.0% | +4.4% | -3.4% |
| 3Y | +144.6% | +44.5% | +100.1% | +88.7% |
| 5Y | -31.0% | -2.8% | -28.2% | -26.9% |
| All | -44.8% | -1.0% | -43.8% | -43.8% |
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 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