+3.3%
EMB vs TCOM
-46.8%
+50.1%
-4.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.8% |
| 7D | -1.1% | -6.5% | +5.4% | -1.0% |
| 30D | -1.1% | -16.2% | +15.2% | -0.7% |
| 3M | -0.8% | -19.3% | +18.6% | -0.3% |
| 6M | -0.1% | -27.2% | +27.2% | +0.6% |
| YTD | +0.4% | -46.2% | +46.6% | +1.2% |
| 1Y | +3.3% | -46.6% | +49.9% | +4.0% |
| All | +3.3% | -46.8% | +50.1% | +4.0% |
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