-48.9%
TSLL vs FXI
+26.0%
-74.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.4% | +7.2% | +6.8% |
| 7D | +0.5% | -1.9% | +2.4% | +1.5% |
| 30D | +2.7% | -0.6% | +3.3% | +2.4% |
| 3M | +26.3% | -4.9% | +31.2% | +29.5% |
| 6M | -37.2% | -8.8% | -28.4% | -33.4% |
| YTD | -44.2% | -10.7% | -33.5% | -39.9% |
| 1Y | -44.0% | -15.2% | -28.7% | -37.2% |
| 3Y | 0.0% | +42.5% | -42.5% | -21.6% |
| All | -48.9% | +26.0% | -74.9% | -55.3% |
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