+322.0%
TSM vs FXI
+41.7%
+280.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | -7.6% | +5.7% | -13.2% | -9.6% |
| 30D | -20.5% | +4.6% | -25.1% | -22.0% |
| 3M | -10.0% | -2.8% | -7.2% | -9.2% |
| 6M | -10.1% | -6.1% | -4.0% | -8.1% |
| YTD | +24.5% | -8.0% | +32.6% | +28.5% |
| 1Y | +31.2% | -11.3% | +42.5% | +37.0% |
| 3Y | +322.0% | +42.6% | +279.3% | +275.8% |
| All | +322.0% | +41.7% | +280.3% | +275.8% |
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