+139.4%
IEMG vs TSN
+338.5%
-199.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.3% |
| 7D | -0.9% | +1.4% | -2.2% | -1.1% |
| 30D | +2.1% | -6.2% | +8.3% | +3.2% |
| 3M | +4.6% | -5.7% | +10.3% | +5.4% |
| 6M | +14.0% | -11.4% | +25.4% | +15.9% |
| YTD | +22.3% | -8.2% | +30.5% | +23.3% |
| 1Y | +30.7% | -2.0% | +32.7% | +29.8% |
| 3Y | +83.2% | +11.9% | +71.3% | +75.2% |
| 5Y | +47.0% | -17.8% | +64.7% | +48.2% |
| 10Y | +139.9% | -5.7% | +145.6% | +124.8% |
| All | +139.4% | +338.5% | -199.1% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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