+32.0%
EMR vs TCOM
-41.4%
+73.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | 0.0% |
| 7D | +2.8% | -1.8% | +4.6% | +3.0% |
| 30D | +3.7% | +12.1% | -8.4% | +2.8% |
| 3M | +2.0% | -3.2% | +5.2% | +2.3% |
| 6M | +22.1% | -16.6% | +38.8% | +25.7% |
| YTD | +27.2% | -39.4% | +66.6% | +31.0% |
| 1Y | +32.0% | -41.5% | +73.5% | +38.1% |
| All | +32.0% | -41.4% | +73.4% | +38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling