-44.5%
TOST vs FXI
+0.6%
-45.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +9.4% | +5.7% | +3.8% | +6.7% |
| 30D | +13.5% | +4.6% | +8.9% | +11.2% |
| 3M | -0.1% | -2.8% | +2.6% | +1.2% |
| 6M | +22.5% | -6.1% | +28.5% | +25.7% |
| YTD | -2.4% | -8.0% | +5.7% | +0.9% |
| 1Y | -4.7% | -11.3% | +6.6% | +0.3% |
| 3Y | +103.2% | +42.6% | +60.6% | +58.7% |
| 5Y | -41.2% | -0.1% | -41.2% | -38.2% |
| All | -44.5% | +0.6% | -45.1% | -43.9% |
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 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