-18.4%
TSCO vs FXI
+35.7%
-54.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | -3.1% | -2.8% | -0.3% | -2.7% |
| 30D | -4.4% | -3.7% | -0.7% | -3.8% |
| 3M | +9.7% | -0.4% | +10.1% | +9.7% |
| 6M | -32.4% | -5.4% | -27.0% | -31.9% |
| YTD | -31.7% | -9.6% | -22.0% | -30.7% |
| 1Y | -41.3% | -11.9% | -29.3% | -40.2% |
| All | -18.4% | +35.7% | -54.1% | -22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling