-52.0%
TSLL vs IEMG
+88.8%
-140.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +1.0% |
| 7D | +5.1% | +1.6% | +3.5% | +0.9% |
| 30D | +20.0% | +4.6% | +15.3% | +7.9% |
| 3M | -23.8% | +4.8% | -28.6% | -30.4% |
| 6M | -30.3% | +16.8% | -47.1% | -50.7% |
| YTD | -47.7% | +24.8% | -72.5% | -69.1% |
| 1Y | -21.2% | +34.3% | -55.5% | -59.9% |
| 3Y | -26.9% | +87.0% | -113.8% | -80.1% |
| All | -52.0% | +88.8% | -140.9% | -86.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling