-44.5%
TOST vs FXI
-3.7%
-40.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | 0.0% | -4.2% | +4.2% | +2.1% |
| 30D | +16.2% | -1.1% | +17.3% | +16.9% |
| 3M | -1.5% | -4.0% | +2.4% | +0.4% |
| 6M | +55.3% | -11.8% | +67.1% | +64.5% |
| YTD | -2.3% | -11.9% | +9.6% | +3.0% |
| 1Y | -5.5% | -16.1% | +10.6% | +2.1% |
| 3Y | +151.1% | +38.8% | +112.3% | +98.0% |
| 5Y | -27.9% | -9.1% | -18.9% | -23.4% |
| All | -44.5% | -3.7% | -40.9% | -42.8% |
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