+273.1%
TSM vs FXI
-4.2%
+277.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.3% |
| 6M | +20.6% | -0.2% | +20.8% | +20.6% |
| YTD | +41.9% | -5.6% | +47.5% | +45.3% |
| 1Y | +84.4% | -4.7% | +89.0% | +88.3% |
| 3Y | +380.2% | +38.0% | +342.2% | +314.4% |
| All | +273.1% | -4.2% | +277.4% | +257.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling