+56.2%
EMR vs TCOM
+7.1%
+49.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | -0.1% | -1.1% |
| 7D | -1.2% | -6.5% | +5.3% | -0.2% |
| 30D | -9.4% | -16.2% | +6.8% | -7.0% |
| 3M | +8.6% | -19.3% | +27.9% | +11.8% |
| 6M | +6.7% | -27.2% | +33.9% | +11.9% |
| YTD | +13.1% | -46.2% | +59.2% | +23.8% |
| 1Y | +12.7% | -46.6% | +59.4% | +23.5% |
| All | +56.2% | +7.1% | +49.1% | +55.3% |
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