+532.7%
EEM vs TCOM
+2,658.7%
-2,125.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.5% |
| 7D | +3.1% | -7.6% | +10.7% | +5.1% |
| 30D | +4.9% | -12.2% | +17.1% | +8.3% |
| 3M | +5.2% | -14.2% | +19.4% | +8.7% |
| 6M | +20.7% | -25.0% | +45.7% | +29.0% |
| YTD | +26.5% | -43.7% | +70.1% | +44.3% |
| 1Y | +37.8% | -44.5% | +82.4% | +57.7% |
| 3Y | +91.0% | +13.4% | +77.5% | +74.3% |
| 5Y | +47.0% | +26.5% | +20.6% | +21.5% |
| 10Y | +125.6% | -10.3% | +135.9% | +90.2% |
| All | +532.7% | +2,658.7% | -2,125.9% | +126.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling