-72.2%
TTD vs IEMG
+38.7%
-111.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.7% | -6.0% | -4.4% |
| 7D | +6.3% | +2.2% | +4.1% | +6.3% |
| 30D | -23.9% | +4.6% | -28.5% | -24.0% |
| 3M | -31.4% | +0.4% | -31.8% | -31.0% |
| 6M | -42.7% | +16.4% | -59.0% | -43.3% |
| YTD | -62.0% | +25.4% | -87.4% | -64.6% |
| 1Y | -72.2% | +38.3% | -110.5% | -73.1% |
| All | -72.2% | +38.7% | -111.0% | -73.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling