+57.4%
OMC vs TENB
+1.4%
+56.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.6% |
| 7D | -5.8% | -5.0% | -0.8% | -5.1% |
| 30D | -4.8% | -7.4% | +2.5% | -4.0% |
| 3M | +9.2% | +22.3% | -13.1% | +5.4% |
| 6M | -2.5% | +60.2% | -62.7% | -10.1% |
| YTD | +2.6% | +43.2% | -40.7% | -4.2% |
| 1Y | +5.9% | +8.2% | -2.2% | +2.8% |
| 3Y | +14.2% | -23.8% | +38.0% | +14.7% |
| 5Y | +33.2% | -26.9% | +60.1% | +30.7% |
| All | +57.4% | +1.4% | +56.0% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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