-84.6%
TTD vs FXI
-1.5%
-83.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | -0.8% | +16.3% | +16.0% |
| 7D | +19.0% | +4.4% | +14.6% | +15.7% |
| 30D | +23.6% | +1.2% | +22.4% | +22.5% |
| 3M | +8.2% | -4.2% | +12.4% | +10.6% |
| 6M | -35.3% | -6.2% | -29.1% | -33.3% |
| YTD | -60.7% | -8.8% | -51.9% | -58.9% |
| 1Y | -65.3% | -11.6% | -53.7% | -63.0% |
| 3Y | -80.6% | +45.1% | -125.7% | -86.3% |
| 5Y | -84.6% | -1.2% | -83.4% | -82.4% |
| All | -84.6% | -1.5% | -83.1% | -82.4% |
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