-68.3%
TTD vs IEMG
+31.6%
-99.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.6% |
| 7D | -0.6% | -1.3% | +0.7% | -0.6% |
| 30D | +6.3% | +1.9% | +4.4% | +6.2% |
| 3M | -24.1% | +1.4% | -25.5% | -24.0% |
| 6M | -47.4% | +15.2% | -62.6% | -48.2% |
| YTD | -62.2% | +23.8% | -86.0% | -65.4% |
| 1Y | -68.3% | +30.7% | -99.0% | -71.6% |
| All | -68.3% | +31.6% | -99.9% | -71.6% |
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