+379.4%
TTD vs FXI
+19.1%
+360.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.5% | -5.9% | -5.5% |
| 7D | +6.3% | +1.0% | +5.3% | +5.4% |
| 30D | -23.9% | -0.6% | -23.3% | -23.9% |
| 3M | -31.4% | +1.9% | -33.3% | -32.7% |
| 6M | -42.7% | -0.2% | -42.5% | -43.5% |
| YTD | -62.0% | -5.6% | -56.4% | -60.9% |
| 1Y | -72.2% | -4.7% | -67.5% | -71.8% |
| 3Y | -81.9% | +38.0% | -120.0% | -87.5% |
| 5Y | -81.5% | -2.7% | -78.9% | -82.1% |
| All | +379.4% | +19.1% | +360.3% | +347.6% |
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