+128.5%
EEM vs TCOM
-9.8%
+138.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | +1.0% |
| 7D | -1.3% | -4.9% | +3.6% | 0.0% |
| 30D | +2.1% | -14.4% | +16.5% | +6.0% |
| 3M | +1.0% | -17.7% | +18.7% | +5.4% |
| 6M | +15.9% | -25.1% | +41.0% | +23.8% |
| YTD | +24.6% | -45.7% | +70.4% | +43.3% |
| 1Y | +32.3% | -47.9% | +80.1% | +53.4% |
| 3Y | +85.9% | +8.9% | +77.0% | +70.4% |
| 5Y | +45.4% | +26.9% | +18.5% | +19.2% |
| All | +128.5% | -9.8% | +138.3% | +88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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