-51.7%
TSLL vs IEMG
+67.3%
-119.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +2.4% |
| 7D | -11.0% | -0.7% | -10.3% | -7.5% |
| 30D | -5.3% | -9.4% | +4.1% | +20.5% |
| 3M | +20.8% | -7.3% | +28.1% | +45.3% |
| 6M | -36.0% | -10.4% | -25.6% | -14.9% |
| YTD | -47.3% | +10.6% | -57.9% | -58.4% |
| 1Y | -48.4% | +10.5% | -59.0% | -59.0% |
| 3Y | -5.4% | +67.7% | -73.2% | -66.6% |
| All | -51.7% | +67.3% | -119.0% | -81.2% |
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