+256.7%
OMC vs TCOM
+2,694.8%
-2,438.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.4% |
| 7D | -6.4% | -9.5% | +3.1% | -5.0% |
| 30D | +1.1% | -10.7% | +11.8% | +2.8% |
| 3M | +10.4% | -14.6% | +25.0% | +12.8% |
| 6M | -1.7% | -19.3% | +17.6% | +1.2% |
| YTD | +4.4% | -42.9% | +47.4% | +12.8% |
| 1Y | +8.4% | -43.8% | +52.2% | +17.2% |
| 3Y | +14.4% | +2.1% | +12.3% | +9.2% |
| 5Y | +33.9% | +31.2% | +2.6% | +16.7% |
| 10Y | +34.9% | -13.9% | +48.8% | +19.5% |
| All | +256.7% | +2,694.8% | -2,438.0% | +89.4% |
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