+412.3%
TTD vs FXI
+14.2%
+398.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +4.0% | +3.8% |
| 7D | +19.9% | +3.7% | +16.2% | +16.5% |
| 30D | +27.6% | +0.5% | +27.2% | +26.9% |
| 3M | +15.2% | -5.7% | +20.9% | +19.8% |
| 6M | -33.2% | -6.9% | -26.3% | -30.4% |
| YTD | -59.4% | -9.5% | -49.9% | -57.0% |
| 1Y | -64.4% | -14.0% | -50.3% | -60.7% |
| 3Y | -75.9% | +44.5% | -120.4% | -84.2% |
| 5Y | -82.6% | -2.8% | -79.8% | -83.3% |
| 10Y | +558.1% | +20.3% | +537.8% | +475.4% |
| All | +412.3% | +14.2% | +398.1% | +392.4% |
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 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