+145.4%
IEMG vs TT
+1,866.7%
-1,721.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.8% | +1.3% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | +4.6% | -7.2% | +11.8% | +7.6% |
| 3M | +0.4% | -3.0% | +3.3% | +1.4% |
| 6M | +16.4% | +1.4% | +15.0% | +15.5% |
| YTD | +25.4% | +15.9% | +9.5% | +18.1% |
| 1Y | +38.3% | +9.4% | +28.9% | +32.6% |
| 3Y | +84.1% | +124.4% | -40.3% | +29.4% |
| 5Y | +49.0% | +138.0% | -89.0% | -0.2% |
| 10Y | +141.8% | +886.4% | -744.6% | -17.4% |
| All | +145.4% | +1,866.7% | -1,721.2% | -38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling