-39.7%
TSLL vs IEMG
+11.3%
-51.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.4% | +4.7% | +5.8% |
| 7D | +33.0% | +5.3% | +27.7% | +21.6% |
| 30D | +7.7% | -7.2% | +14.9% | +24.9% |
| 3M | +34.7% | -8.1% | +42.8% | +58.8% |
| 6M | -31.5% | -6.7% | -24.8% | -19.1% |
| YTD | -42.4% | +11.6% | -54.0% | -48.1% |
| 1Y | -39.7% | +11.4% | -51.1% | -43.1% |
| All | -39.7% | +11.3% | -51.0% | -43.1% |
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