+11,927.1%
TSM vs FXI
+210.6%
+11,716.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +4.0% |
| 7D | -2.5% | +4.4% | -6.9% | -5.0% |
| 30D | -14.3% | +1.2% | -15.5% | -15.1% |
| 3M | -7.2% | -4.2% | -3.1% | -5.5% |
| 6M | -5.1% | -6.2% | +1.1% | -2.4% |
| YTD | +28.9% | -8.8% | +37.7% | +35.1% |
| 1Y | +37.1% | -11.6% | +48.7% | +46.2% |
| 3Y | +341.5% | +45.1% | +296.3% | +240.4% |
| 5Y | +245.7% | -1.2% | +246.9% | +216.8% |
| 10Y | +1,502.2% | +20.1% | +1,482.2% | +1,213.9% |
| All | +11,927.1% | +210.6% | +11,716.5% | +3,714.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling