+32.3%
EEM vs TCOM
-46.9%
+79.2%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | +1.1% |
| 7D | -1.3% | -4.9% | +3.6% | -0.6% |
| 30D | +2.1% | -14.4% | +16.5% | +4.0% |
| 3M | +1.0% | -17.7% | +18.7% | +3.6% |
| 6M | +15.9% | -25.1% | +41.0% | +20.9% |
| YTD | +24.6% | -45.7% | +70.4% | +33.2% |
| 1Y | +32.3% | -47.9% | +80.1% | +40.6% |
| All | +32.3% | -46.9% | +79.2% | +40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling