+1,779.8%
TSM vs IEMG
+145.8%
+1,633.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | -0.2% |
| 7D | +1.0% | -1.3% | +2.3% | +2.5% |
| 30D | +1.0% | +1.9% | -1.0% | -1.2% |
| 3M | +2.9% | +1.4% | +1.5% | +2.0% |
| 6M | +22.8% | +15.2% | +7.7% | +5.4% |
| YTD | +43.3% | +23.8% | +19.5% | +13.6% |
| 1Y | +69.2% | +30.7% | +38.5% | +27.1% |
| 3Y | +404.5% | +83.3% | +321.2% | +167.3% |
| 5Y | +282.2% | +48.8% | +233.4% | +153.2% |
| All | +1,779.8% | +145.8% | +1,633.9% | +717.1% |
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 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