+361.1%
TTD vs FXI
+14.7%
+346.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | 0.0% |
| 7D | -4.6% | -2.8% | -1.8% | -2.6% |
| 30D | +3.7% | -5.3% | +9.0% | +7.8% |
| 3M | -30.2% | +0.3% | -30.6% | -30.8% |
| 6M | -51.4% | -4.6% | -46.8% | -50.2% |
| YTD | -63.4% | -9.1% | -54.3% | -61.3% |
| 1Y | -73.5% | -12.0% | -61.5% | -71.3% |
| 3Y | -83.5% | +38.6% | -122.1% | -88.6% |
| 5Y | -80.9% | -6.6% | -74.4% | -80.9% |
| All | +361.1% | +14.7% | +346.5% | +343.2% |
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