+1,816.6%
TXN vs FXI
+221.5%
+1,595.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.2% |
| 7D | -0.1% | +1.0% | -1.1% | -0.5% |
| 30D | -6.9% | -0.6% | -6.4% | -6.8% |
| 3M | -14.9% | +1.9% | -16.9% | -15.7% |
| 6M | +29.0% | -0.2% | +29.2% | +29.0% |
| YTD | +51.5% | -5.6% | +57.1% | +55.0% |
| 1Y | +41.6% | -4.7% | +46.2% | +44.1% |
| 3Y | +65.8% | +38.0% | +27.8% | +39.5% |
| 5Y | +56.8% | -2.7% | +59.5% | +46.7% |
| 10Y | +387.5% | +19.9% | +367.5% | +319.4% |
| All | +1,816.6% | +221.5% | +1,595.1% | +787.0% |
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