+7,531.8%
EME vs TCOM
+2,569.4%
+4,962.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.8% | -1.7% |
| 7D | +2.7% | -10.2% | +12.9% | +5.2% |
| 30D | -6.8% | -16.8% | +10.0% | -3.1% |
| 3M | -8.8% | -16.7% | +7.9% | -5.7% |
| 6M | +5.0% | -27.1% | +32.1% | +11.8% |
| YTD | +23.5% | -45.5% | +69.0% | +39.6% |
| 1Y | +21.3% | -45.9% | +67.2% | +37.4% |
| 3Y | +241.1% | +9.8% | +231.3% | +216.4% |
| 5Y | +549.2% | +23.8% | +525.4% | +439.0% |
| 10Y | +1,306.4% | -10.8% | +1,317.2% | +1,074.2% |
| All | +7,531.8% | +2,569.4% | +4,962.3% | +2,492.9% |
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 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