-2.7%
OMC vs TLN
+571.8%
-574.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +1.5% |
| 7D | -6.2% | +2.0% | -8.2% | -6.3% |
| 30D | -7.6% | -12.9% | +5.4% | -7.2% |
| 3M | +7.4% | -7.4% | +14.8% | +7.1% |
| 6M | +0.1% | -6.0% | +6.2% | -0.5% |
| YTD | +0.4% | -16.9% | +17.3% | +0.4% |
| 1Y | +7.8% | -22.6% | +30.4% | +7.9% |
| 3Y | +11.8% | +469.0% | -457.2% | -10.9% |
| All | -2.7% | +571.8% | -574.4% | -24.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling