+1,291.5%
OMC vs TD
+7,806.2%
-6,514.7%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.4% |
| 7D | -5.8% | +0.9% | -6.6% | -6.2% |
| 30D | -4.8% | -0.7% | -4.2% | -4.7% |
| 3M | +9.2% | +6.3% | +3.0% | +5.7% |
| 6M | -2.5% | +27.9% | -30.4% | -14.1% |
| YTD | +2.6% | +29.8% | -27.3% | -10.4% |
| 1Y | +5.9% | +63.7% | -57.7% | -17.4% |
| 3Y | +14.2% | +128.3% | -114.1% | -25.2% |
| 5Y | +33.2% | +125.5% | -92.3% | -12.6% |
| 10Y | +33.4% | +296.7% | -263.3% | -33.0% |
| All | +1,291.5% | +7,806.2% | -6,514.7% | +129.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling