+36.2%
EMB vs TCOM
+5.9%
+30.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | -0.9% | -1.8% | +0.9% | -0.8% |
| 30D | +0.4% | +12.1% | -11.7% | -0.4% |
| 3M | -3.1% | -3.2% | +0.1% | -3.0% |
| 6M | -2.1% | -16.6% | +14.6% | -1.1% |
| YTD | -1.1% | -39.4% | +38.3% | +1.7% |
| 1Y | -0.1% | -41.5% | +41.5% | +2.9% |
| 3Y | +29.6% | +24.4% | +5.2% | +25.3% |
| 5Y | +7.2% | +41.6% | -34.4% | +0.5% |
| All | +36.2% | +5.9% | +30.3% | +24.3% |
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