+12.7%
EMR vs TCOM
-46.8%
+59.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | -0.1% | -1.2% |
| 7D | -1.2% | -6.5% | +5.3% | -0.7% |
| 30D | -9.4% | -16.2% | +6.8% | -8.2% |
| 3M | +8.6% | -19.3% | +27.9% | +10.7% |
| 6M | +6.7% | -27.2% | +33.9% | +10.6% |
| YTD | +13.1% | -46.2% | +59.2% | +18.5% |
| 1Y | +12.7% | -46.6% | +59.4% | +17.9% |
| All | +12.7% | -46.8% | +59.6% | +17.9% |
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 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