+2,718.2%
TSCO vs FXI
+213.7%
+2,504.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.3% | +1.6% |
| 7D | +1.7% | -1.0% | +2.6% | +2.0% |
| 30D | +2.8% | -3.2% | +6.1% | +3.8% |
| 3M | +17.9% | +1.7% | +16.2% | +17.0% |
| 6M | -28.6% | -1.6% | -27.0% | -28.5% |
| YTD | -28.0% | -7.9% | -20.1% | -26.6% |
| 1Y | -39.9% | -9.6% | -30.2% | -38.4% |
| 3Y | -14.0% | +40.5% | -54.5% | -25.2% |
| 5Y | -2.9% | -6.2% | +3.3% | -7.6% |
| 10Y | +199.5% | +14.2% | +185.3% | +158.1% |
| All | +2,718.2% | +213.7% | +2,504.6% | +1,368.7% |
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 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