+65.8%
EMR vs TCOM
+25.9%
+39.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.8% |
| 7D | +0.9% | -10.2% | +11.1% | +2.3% |
| 30D | -5.0% | -16.8% | +11.9% | -2.8% |
| 3M | +5.9% | -16.7% | +22.6% | +8.0% |
| 6M | +7.3% | -27.1% | +34.4% | +11.5% |
| YTD | +14.6% | -45.5% | +60.1% | +23.1% |
| 1Y | +15.6% | -45.9% | +61.5% | +24.3% |
| 3Y | +60.2% | +9.8% | +50.4% | +55.9% |
| 5Y | +65.8% | +23.8% | +42.0% | +58.3% |
| All | +65.8% | +25.9% | +39.9% | +58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling