+32.5%
OMC vs TD
+122.4%
-90.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +1.0% |
| 7D | -6.2% | -2.6% | -3.7% | -5.0% |
| 30D | -7.6% | -1.0% | -6.5% | -7.2% |
| 3M | +7.4% | +5.6% | +1.8% | +4.0% |
| 6M | +0.1% | +27.1% | -26.9% | -12.5% |
| YTD | +0.4% | +29.4% | -29.0% | -13.3% |
| 1Y | +7.8% | +60.7% | -52.9% | -17.5% |
| 3Y | +11.8% | +127.6% | -115.8% | -30.6% |
| 5Y | +32.5% | +125.4% | -93.0% | -20.5% |
| All | +32.5% | +122.4% | -90.0% | -20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling