-55.4%
TSLL vs IEMG
+89.7%
-145.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.7% | -13.5% | -15.5% |
| 7D | +1.9% | +2.2% | -0.3% | -3.5% |
| 30D | +17.8% | +4.6% | +13.1% | +6.0% |
| 3M | -37.0% | +0.4% | -37.4% | -36.2% |
| 6M | -37.7% | +16.4% | -54.0% | -55.5% |
| YTD | -51.4% | +25.4% | -76.8% | -71.6% |
| 1Y | -23.4% | +38.3% | -61.6% | -63.7% |
| 3Y | -30.8% | +84.1% | -114.9% | -80.7% |
| All | -55.4% | +89.7% | -145.2% | -87.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling