+23.9%
OMC vs TCOM
-39.6%
+63.6%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.2% | +2.1% | +4.9% |
| 7D | +12.5% | +10.7% | +1.8% | +11.6% |
| 30D | +16.3% | +10.1% | +6.2% | +15.4% |
| 3M | +8.1% | -8.9% | +16.9% | +8.3% |
| 6M | +17.2% | -19.2% | +36.3% | +16.9% |
| YTD | +11.8% | -40.6% | +52.4% | +8.0% |
| 1Y | +23.9% | -39.0% | +63.0% | +19.6% |
| All | +23.9% | -39.6% | +63.6% | +19.6% |
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