+397.0%
TSM vs FXI
+43.0%
+353.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.3% | +2.2% |
| 7D | +2.7% | +1.0% | +1.7% | +2.3% |
| 30D | +3.6% | -0.6% | +4.2% | +3.8% |
| 3M | -3.4% | +1.9% | -5.3% | -4.2% |
| 6M | +20.6% | -0.2% | +20.8% | +20.6% |
| YTD | +41.9% | -5.6% | +47.5% | +45.2% |
| 1Y | +84.4% | -4.7% | +89.0% | +88.2% |
| All | +397.0% | +43.0% | +353.9% | +341.5% |
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