+1,344.7%
EME vs TCOM
-9.8%
+1,354.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +4.2% |
| 7D | +3.5% | -4.9% | +8.4% | +4.4% |
| 30D | -6.3% | -14.4% | +8.1% | -3.9% |
| 3M | -3.8% | -17.7% | +13.9% | -1.0% |
| 6M | +8.5% | -25.1% | +33.6% | +13.4% |
| YTD | +27.8% | -45.7% | +73.5% | +40.6% |
| 1Y | +22.2% | -47.9% | +70.1% | +35.4% |
| 3Y | +253.5% | +8.9% | +244.5% | +235.0% |
| 5Y | +578.6% | +26.9% | +551.8% | +492.5% |
| All | +1,344.7% | -9.8% | +1,354.5% | +1,106.9% |
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