+79.6%
TSM vs FXI
-9.2%
+88.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +4.8% | +4.2% |
| 7D | +6.0% | -1.0% | +7.0% | +6.7% |
| 30D | +4.5% | -3.2% | +7.7% | +7.0% |
| 3M | +3.1% | +1.7% | +1.4% | +1.2% |
| 6M | +30.2% | -1.6% | +31.8% | +31.2% |
| YTD | +45.2% | -7.9% | +53.1% | +55.4% |
| 1Y | +79.6% | -9.6% | +89.2% | +101.9% |
| All | +79.6% | -9.2% | +88.7% | +101.9% |
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