+83.3%
IEMG vs TTMI
+876.4%
-793.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.4% | -2.1% | +0.6% |
| 7D | -1.3% | +0.7% | -2.0% | -1.4% |
| 30D | +1.9% | -8.4% | +10.4% | +3.1% |
| 3M | +1.4% | -32.5% | +33.9% | +7.0% |
| 6M | +15.2% | +32.5% | -17.3% | +8.4% |
| YTD | +23.8% | +83.2% | -59.4% | +10.2% |
| 1Y | +30.7% | +161.7% | -131.0% | +8.3% |
| 3Y | +83.3% | +890.1% | -806.9% | +16.3% |
| All | +83.3% | +876.4% | -793.1% | +16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling