+142.3%
IEMG vs TDG
+1,747.2%
-1,605.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.9% |
| 7D | -1.3% | -1.9% | +0.6% | -0.8% |
| 30D | +1.9% | -7.7% | +9.6% | +4.2% |
| 3M | +1.4% | -9.3% | +10.7% | +4.0% |
| 6M | +15.2% | -9.4% | +24.5% | +17.9% |
| YTD | +23.8% | -14.3% | +38.1% | +28.4% |
| 1Y | +30.7% | -11.8% | +42.5% | +34.1% |
| 3Y | +83.3% | +52.0% | +31.3% | +57.0% |
| 5Y | +48.8% | +128.8% | -80.1% | +10.8% |
| 10Y | +142.8% | +543.8% | -401.0% | +25.4% |
| All | +142.3% | +1,747.2% | -1,605.0% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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