+131.7%
EMB vs TCOM
+195.2%
-63.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | 0.0% | -9.5% | +9.5% | +0.4% |
| 30D | -0.3% | -10.7% | +10.4% | +0.1% |
| 3M | -0.4% | -14.6% | +14.2% | +0.1% |
| 6M | +0.1% | -19.3% | +19.4% | +0.9% |
| YTD | +1.6% | -42.9% | +44.5% | +3.6% |
| 1Y | +5.6% | -43.8% | +49.4% | +7.7% |
| 3Y | +29.8% | +2.1% | +27.7% | +28.5% |
| 5Y | +7.3% | +31.2% | -23.9% | +3.8% |
| 10Y | +30.4% | -13.9% | +44.4% | +26.0% |
| All | +131.7% | +195.2% | -63.5% | +115.6% |
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