+140.8%
IEMG vs TTMI
+1,127.6%
-986.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.4% | -2.1% | +0.5% |
| 7D | -1.3% | +0.7% | -2.0% | -1.4% |
| 30D | +1.9% | -8.4% | +10.4% | +3.3% |
| 3M | +1.4% | -32.5% | +33.9% | +8.1% |
| 6M | +15.2% | +32.5% | -17.3% | +6.1% |
| YTD | +23.8% | +83.2% | -59.4% | +5.4% |
| 1Y | +30.7% | +161.7% | -131.0% | +1.7% |
| 3Y | +83.3% | +890.1% | -806.9% | +2.5% |
| 5Y | +48.8% | +832.4% | -783.7% | -18.7% |
| All | +140.8% | +1,127.6% | -986.8% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 10y: compounded portfolio wealth divided by compounded TTMI 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…
10y analysis · Full analysis span regression · 6 months rolling