+59.6%
TXN vs FXI
-6.5%
+66.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.4% | +3.7% |
| 7D | +4.0% | -3.9% | +7.8% | +5.2% |
| 30D | -2.9% | -2.1% | -0.8% | -2.3% |
| 3M | -9.1% | -0.5% | -8.6% | -9.1% |
| 6M | +36.6% | -4.5% | +41.2% | +38.4% |
| YTD | +57.5% | -9.2% | +66.7% | +61.8% |
| 1Y | +49.5% | -13.8% | +63.3% | +55.7% |
| 3Y | +76.5% | +36.6% | +40.0% | +59.8% |
| All | +59.6% | -6.5% | +66.1% | +53.1% |
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