+103.3%
EMR vs TCOM
+26.7%
+76.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.1% |
| 7D | +2.8% | -1.8% | +4.6% | +3.1% |
| 30D | +3.7% | +12.1% | -8.4% | +1.9% |
| 3M | +2.0% | -3.2% | +5.2% | +2.4% |
| 6M | +22.1% | -16.6% | +38.8% | +25.2% |
| YTD | +27.2% | -39.4% | +66.6% | +36.6% |
| 1Y | +32.0% | -41.5% | +73.5% | +42.5% |
| 3Y | +103.3% | +24.4% | +78.9% | +100.9% |
| All | +103.3% | +26.7% | +76.6% | +100.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling