+31.1%
OMC vs TD
+306.3%
-275.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.2% | -1.0% |
| 7D | -4.4% | -0.5% | -3.8% | -4.0% |
| 30D | -7.6% | -1.9% | -5.7% | -6.6% |
| 3M | +4.5% | +4.8% | -0.2% | +0.9% |
| 6M | -0.3% | +28.0% | -28.2% | -15.8% |
| YTD | -0.1% | +30.3% | -30.4% | -16.9% |
| 1Y | +4.6% | +59.8% | -55.1% | -24.1% |
| 3Y | +10.5% | +124.7% | -114.2% | -37.4% |
| 5Y | +31.7% | +127.0% | -95.2% | -27.2% |
| All | +31.1% | +306.3% | -275.2% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling