-49.1%
TSLL vs IEMG
+68.2%
-117.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -2.8% |
| 7D | +17.8% | +2.7% | +15.1% | +11.4% |
| 30D | +8.2% | -5.7% | +14.0% | +26.1% |
| 3M | +20.9% | -8.8% | +29.6% | +50.9% |
| 6M | -37.5% | -8.9% | -28.6% | -20.1% |
| YTD | -44.5% | +11.2% | -55.7% | -56.7% |
| 1Y | -33.0% | +12.2% | -45.2% | -48.8% |
| 3Y | -6.4% | +68.5% | -74.9% | -67.3% |
| All | -49.1% | +68.2% | -117.3% | -80.4% |
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