+23.9%
OMC vs TLN
-17.6%
+41.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -8.5% | +13.8% | +4.5% |
| 7D | +12.5% | -6.0% | +18.6% | +12.0% |
| 30D | +16.3% | -1.5% | +17.8% | +16.2% |
| 3M | +8.1% | -3.9% | +12.0% | +8.1% |
| 6M | +17.2% | -15.0% | +32.2% | +16.4% |
| YTD | +11.8% | -12.8% | +24.6% | +11.6% |
| 1Y | +23.9% | -17.3% | +41.3% | +22.3% |
| All | +23.9% | -17.6% | +41.5% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling