-80.6%
TTD vs FXI
-7.1%
-73.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.4% | -1.3% |
| 7D | +1.7% | -1.0% | +2.7% | +2.3% |
| 30D | +1.6% | -3.2% | +4.8% | +3.5% |
| 3M | -27.8% | +1.7% | -29.5% | -28.9% |
| 6M | -52.1% | -1.6% | -50.6% | -52.1% |
| YTD | -63.1% | -7.9% | -55.2% | -61.5% |
| 1Y | -73.1% | -9.6% | -63.4% | -71.7% |
| 3Y | -83.3% | +40.5% | -123.7% | -87.9% |
| 5Y | -80.6% | -6.2% | -74.4% | -76.8% |
| All | -80.6% | -7.1% | -73.5% | -76.8% |
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