+873.4%
EMR vs TCOM
+2,843.2%
-1,969.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | +2.7% | -1.4% | +4.0% | +2.9% |
| 30D | +2.1% | +11.5% | -9.4% | -0.1% |
| 3M | +2.3% | -5.2% | +7.5% | +3.0% |
| 6M | +22.5% | -16.9% | +39.4% | +25.9% |
| YTD | +27.2% | -39.9% | +67.1% | +38.3% |
| 1Y | +28.0% | -42.1% | +70.1% | +40.1% |
| 3Y | +103.4% | +28.0% | +75.4% | +86.0% |
| 5Y | +88.2% | +40.4% | +47.8% | +58.8% |
| 10Y | +280.3% | +5.6% | +274.7% | +222.1% |
| All | +873.4% | +2,843.2% | -1,969.8% | +365.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling