+376.4%
TTD vs IEMG
+139.1%
+237.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +1.2% |
| 7D | -0.6% | -1.3% | +0.7% | +0.9% |
| 30D | +6.3% | +1.9% | +4.4% | +3.4% |
| 3M | -24.1% | +1.4% | -25.5% | -27.7% |
| 6M | -47.4% | +15.2% | -62.6% | -59.2% |
| YTD | -62.2% | +23.8% | -86.0% | -74.0% |
| 1Y | -68.3% | +30.7% | -99.0% | -79.9% |
| 3Y | -83.4% | +83.3% | -166.7% | -93.6% |
| 5Y | -80.3% | +48.8% | -129.1% | -89.0% |
| All | +376.4% | +139.1% | +237.3% | +105.3% |
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