+125.6%
EMB vs TCOM
+213.5%
-87.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.1% |
| 3M | -3.1% | -3.2% | +0.1% | -3.0% |
| 6M | -2.1% | -16.6% | +14.6% | -1.5% |
| YTD | -1.1% | -39.4% | +38.3% | +0.6% |
| 1Y | -0.1% | -41.5% | +41.5% | +1.8% |
| 3Y | +29.6% | +24.4% | +5.2% | +27.3% |
| 5Y | +7.2% | +41.6% | -34.4% | +3.4% |
| 10Y | +35.5% | +6.5% | +28.9% | +30.1% |
| All | +125.6% | +213.5% | -87.9% | +109.4% |
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