+225.4%
OMC vs TDY
+6,969.6%
-6,744.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | -6.2% | -1.9% | -4.4% | -5.8% |
| 30D | -7.6% | -12.5% | +4.9% | -4.3% |
| 3M | +7.4% | -0.8% | +8.2% | +7.3% |
| 6M | +0.1% | -9.0% | +9.1% | +2.1% |
| YTD | +0.4% | +16.8% | -16.4% | -4.5% |
| 1Y | +7.8% | +9.5% | -1.7% | +4.1% |
| 3Y | +11.8% | +45.4% | -33.6% | -0.5% |
| 5Y | +32.5% | +37.8% | -5.4% | +18.9% |
| 10Y | +34.2% | +470.2% | -436.0% | -15.8% |
| All | +225.4% | +6,969.6% | -6,744.3% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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