+527.9%
TTD vs FXI
+20.8%
+507.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.4% | +5.1% | +4.7% |
| 7D | +20.8% | -1.9% | +22.7% | +22.4% |
| 30D | +33.8% | -0.6% | +34.5% | +34.2% |
| 3M | +17.8% | -4.9% | +22.7% | +21.7% |
| 6M | -25.7% | -8.8% | -16.9% | -21.4% |
| YTD | -57.9% | -10.7% | -47.2% | -55.0% |
| 1Y | -63.8% | -15.2% | -48.6% | -59.7% |
| 3Y | -75.0% | +42.5% | -117.5% | -83.4% |
| 5Y | -82.5% | -7.8% | -74.7% | -82.4% |
| 10Y | +527.9% | +20.0% | +507.9% | +535.9% |
| All | +527.9% | +20.8% | +507.1% | +535.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling