-51.9%
TSLL vs IEMG
+89.9%
-141.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.1% | +7.8% | +7.7% |
| 7D | +5.8% | +2.8% | +3.0% | -1.0% |
| 30D | +21.7% | +4.6% | +17.1% | +9.5% |
| 3M | -28.2% | +5.5% | -33.7% | -35.4% |
| 6M | -29.5% | +19.7% | -49.2% | -52.9% |
| YTD | -47.5% | +25.5% | -73.1% | -69.4% |
| 1Y | -20.8% | +35.5% | -56.3% | -60.6% |
| 3Y | -26.7% | +88.0% | -114.7% | -80.3% |
| All | -51.9% | +89.9% | -141.8% | -86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling