+4,000.9%
TSM vs IEMG
+143.9%
+3,857.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.3% |
| 7D | +6.0% | +2.8% | +3.3% | +3.1% |
| 30D | +4.5% | +4.6% | -0.1% | -0.2% |
| 3M | +3.1% | +5.5% | -2.4% | -1.7% |
| 6M | +30.2% | +19.7% | +10.5% | +9.3% |
| YTD | +45.2% | +25.5% | +19.7% | +16.4% |
| 1Y | +79.6% | +35.5% | +44.0% | +34.0% |
| 3Y | +411.0% | +88.0% | +323.0% | +182.4% |
| 5Y | +290.7% | +50.6% | +240.1% | +167.9% |
| 10Y | +1,753.6% | +138.4% | +1,615.2% | +786.1% |
| All | +4,000.9% | +143.9% | +3,857.0% | +1,803.1% |
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