-46.0%
TSLL vs IEMG
+13.6%
-59.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.9% | -7.2% | -7.9% |
| 7D | -9.4% | -3.1% | -6.3% | -4.6% |
| 30D | +1.6% | -10.3% | +11.9% | +22.7% |
| 3M | +29.4% | -6.6% | +36.0% | +45.4% |
| 6M | -20.1% | -3.9% | -16.3% | -12.0% |
| YTD | -44.5% | +12.4% | -56.9% | -55.4% |
| 1Y | -46.0% | +13.9% | -59.9% | -58.3% |
| All | -46.0% | +13.6% | -59.6% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 IEMG 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