+83.6%
EEM vs TCOM
+7.1%
+76.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.9% |
| 7D | -0.7% | -6.5% | +5.8% | +0.5% |
| 30D | +2.4% | -16.2% | +18.6% | +5.7% |
| 3M | +4.2% | -19.3% | +23.5% | +8.0% |
| 6M | +14.8% | -27.2% | +42.0% | +21.4% |
| YTD | +23.1% | -46.2% | +69.3% | +37.1% |
| 1Y | +32.5% | -46.6% | +79.2% | +47.7% |
| All | +83.6% | +7.1% | +76.5% | +75.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling