-43.7%
TSCO vs FXI
-12.5%
-31.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.5% |
| 7D | -5.7% | -3.9% | -1.8% | -5.6% |
| 30D | -8.8% | -2.1% | -6.7% | -8.7% |
| 3M | +6.3% | -0.5% | +6.8% | +6.6% |
| 6M | -32.3% | -4.5% | -27.7% | -31.7% |
| YTD | -32.7% | -9.2% | -23.4% | -32.4% |
| 1Y | -43.7% | -13.8% | -29.9% | -43.6% |
| All | -43.7% | -12.5% | -31.2% | -43.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling