+280.4%
EMR vs TCOM
+5.9%
+274.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.1% |
| 7D | +2.8% | -1.8% | +4.6% | +3.2% |
| 30D | +3.7% | +12.1% | -8.4% | +1.2% |
| 3M | +2.0% | -3.2% | +5.2% | +2.4% |
| 6M | +22.1% | -16.6% | +38.8% | +25.7% |
| YTD | +27.2% | -39.4% | +66.6% | +39.0% |
| 1Y | +32.0% | -41.5% | +73.5% | +45.2% |
| 3Y | +103.3% | +24.4% | +78.9% | +84.8% |
| 5Y | +88.2% | +41.6% | +46.6% | +56.4% |
| All | +280.4% | +5.9% | +274.5% | +207.2% |
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