+263.6%
EMR vs TCOM
-10.5%
+274.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | -0.1% | -1.1% |
| 7D | -1.2% | -6.5% | +5.3% | +0.1% |
| 30D | -9.4% | -16.2% | +6.8% | -6.3% |
| 3M | +8.6% | -19.3% | +27.9% | +12.7% |
| 6M | +6.7% | -27.2% | +33.9% | +13.1% |
| YTD | +13.1% | -46.2% | +59.2% | +26.6% |
| 1Y | +12.7% | -46.6% | +59.4% | +26.3% |
| 3Y | +58.1% | +8.4% | +49.7% | +47.9% |
| 5Y | +63.6% | +25.8% | +37.8% | +39.2% |
| All | +263.6% | -10.5% | +274.2% | +201.4% |
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 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