+38.3%
IEMG vs TT
+10.3%
+28.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.0% | +1.4% |
| 7D | +2.2% | -0.2% | +2.5% | +2.3% |
| 30D | +4.6% | -7.4% | +12.0% | +7.9% |
| 3M | +0.4% | -3.2% | +3.6% | +1.7% |
| 6M | +16.4% | +1.1% | +15.2% | +15.4% |
| YTD | +25.4% | +15.6% | +9.8% | +22.9% |
| 1Y | +38.3% | +9.2% | +29.1% | +37.1% |
| All | +38.3% | +10.3% | +28.0% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 1y: compounded portfolio wealth divided by compounded TT 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…
1y analysis · Full analysis span regression · 6 months rolling