+361.1%
TTD vs IEMG
+141.0%
+220.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.3% |
| 7D | -4.6% | +1.6% | -6.2% | -6.6% |
| 30D | +3.7% | +4.6% | -1.0% | -2.4% |
| 3M | -30.2% | +4.8% | -35.1% | -36.5% |
| 6M | -51.4% | +16.8% | -68.2% | -63.0% |
| YTD | -63.4% | +24.8% | -88.3% | -75.1% |
| 1Y | -73.5% | +34.3% | -107.8% | -83.8% |
| 3Y | -83.5% | +87.0% | -170.4% | -93.7% |
| 5Y | -80.9% | +49.9% | -130.9% | -89.5% |
| All | +361.1% | +141.0% | +220.1% | +96.8% |
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