+570.7%
EME vs TCOM
+29.4%
+541.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +4.2% |
| 7D | +3.5% | -4.9% | +8.4% | +4.1% |
| 30D | -6.3% | -14.4% | +8.1% | -4.7% |
| 3M | -3.8% | -17.7% | +13.9% | -1.8% |
| 6M | +8.5% | -25.1% | +33.6% | +11.9% |
| YTD | +27.8% | -45.7% | +73.5% | +36.6% |
| 1Y | +22.2% | -47.9% | +70.1% | +31.2% |
| 3Y | +253.5% | +8.9% | +244.5% | +246.0% |
| All | +570.7% | +29.4% | +541.3% | +523.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling