+11.1%
OMC vs TD
+125.8%
-114.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +1.1% |
| 7D | -6.2% | -2.6% | -3.7% | -5.3% |
| 30D | -7.6% | -1.0% | -6.5% | -7.3% |
| 3M | +7.4% | +5.6% | +1.8% | +4.7% |
| 6M | +0.1% | +27.1% | -26.9% | -10.2% |
| YTD | +0.4% | +29.4% | -29.0% | -10.8% |
| 1Y | +7.8% | +60.7% | -52.9% | -13.3% |
| All | +11.1% | +125.8% | -114.7% | -24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling