+159.7%
TRV vs FXI
-6.5%
+166.1%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.1% |
| 7D | +1.9% | -3.9% | +5.8% | +2.1% |
| 30D | +1.7% | -2.1% | +3.8% | +1.8% |
| 3M | +23.9% | -0.5% | +24.3% | +23.9% |
| 6M | +26.3% | -4.5% | +30.8% | +26.4% |
| YTD | +30.8% | -9.2% | +40.1% | +31.3% |
| 1Y | +36.3% | -13.8% | +50.1% | +37.1% |
| 3Y | +145.0% | +36.6% | +108.4% | +141.1% |
| All | +159.7% | -6.5% | +166.1% | +178.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling