+22.5%
TOST vs FXI
-4.9%
+27.3%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +9.4% | +5.7% | +3.8% | +7.2% |
| 30D | +13.5% | +4.6% | +8.9% | +11.8% |
| 3M | -0.1% | -2.8% | +2.6% | +0.1% |
| 6M | +22.5% | -6.1% | +28.5% | +15.1% |
| All | +22.5% | -4.9% | +27.3% | +15.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling