+24.6%
OMC vs THC
+413.3%
-388.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.7% |
| 7D | +6.3% | +3.7% | +2.6% | +5.8% |
| 30D | +15.4% | +9.0% | +6.3% | +14.1% |
| 3M | +5.8% | +10.4% | -4.6% | +4.4% |
| 6M | +14.7% | +45.7% | -31.0% | +9.8% |
| YTD | +10.3% | +42.6% | -32.3% | +5.3% |
| 1Y | +23.2% | +38.8% | -15.5% | +17.9% |
| 3Y | +24.6% | +418.8% | -394.2% | -15.7% |
| All | +24.6% | +413.3% | -388.7% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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