-56.8%
TSLL vs FXI
+29.8%
-86.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | 0.0% | +8.6% | +8.6% |
| 7D | -21.2% | +5.7% | -26.9% | -24.7% |
| 30D | -13.3% | +4.6% | -17.9% | -16.5% |
| 3M | +15.4% | -2.8% | +18.2% | +16.7% |
| 6M | -34.2% | -6.1% | -28.2% | -31.7% |
| YTD | -52.9% | -8.0% | -44.9% | -50.2% |
| 1Y | -54.3% | -11.3% | -43.0% | -50.4% |
| 3Y | -18.4% | +42.6% | -61.0% | -36.2% |
| All | -56.8% | +29.8% | -86.7% | -63.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling