-18.4%
TSLL vs IEMG
+61.7%
-80.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.1% | +6.5% | +3.7% |
| 7D | -21.2% | -2.8% | -18.5% | -14.0% |
| 30D | -13.3% | -12.0% | -1.3% | +19.3% |
| 3M | +15.4% | -9.0% | +24.4% | +45.8% |
| 6M | -34.2% | -11.8% | -22.4% | -8.8% |
| YTD | -52.9% | +8.3% | -61.2% | -63.7% |
| 1Y | -54.3% | +9.6% | -64.0% | -65.9% |
| 3Y | -18.4% | +62.3% | -80.7% | -77.7% |
| All | -18.4% | +61.7% | -80.1% | -77.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling