+29.7%
EMB vs TCOM
-10.5%
+40.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.7% |
| 7D | -1.1% | -6.5% | +5.4% | -0.7% |
| 30D | -1.1% | -16.2% | +15.2% | 0.0% |
| 3M | -0.8% | -19.3% | +18.6% | +0.5% |
| 6M | -0.1% | -27.2% | +27.2% | +1.8% |
| YTD | +0.4% | -46.2% | +46.6% | +4.1% |
| 1Y | +3.3% | -46.6% | +49.9% | +7.1% |
| 3Y | +29.0% | +8.4% | +20.7% | +25.7% |
| 5Y | +6.3% | +25.8% | -19.5% | +0.2% |
| All | +29.7% | -10.5% | +40.2% | +18.9% |
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