+314.8%
OMC vs TKO
+1,395.0%
-1,080.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.2% | +1.6% |
| 7D | -6.2% | +0.1% | -6.3% | -6.3% |
| 30D | -7.6% | -2.6% | -4.9% | -7.2% |
| 3M | +7.4% | -7.8% | +15.2% | +8.7% |
| 6M | +0.1% | -7.0% | +7.2% | +0.9% |
| YTD | +0.4% | -8.5% | +9.0% | +1.3% |
| 1Y | +7.8% | -1.3% | +9.1% | +7.0% |
| 3Y | +11.8% | +105.0% | -93.1% | -5.0% |
| 5Y | +32.5% | +292.9% | -260.5% | -2.1% |
| 10Y | +34.2% | +979.3% | -945.1% | -22.5% |
| All | +314.8% | +1,395.0% | -1,080.2% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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