+14.2%
OMC vs TLN
+494.5%
-480.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.6% | -1.9% |
| 7D | -5.8% | +10.9% | -16.7% | -6.1% |
| 30D | -4.8% | -6.3% | +1.5% | -4.6% |
| 3M | +9.2% | -10.7% | +19.9% | +9.3% |
| 6M | -2.5% | +1.6% | -4.1% | -3.4% |
| YTD | +2.6% | -13.1% | +15.6% | +2.3% |
| 1Y | +5.9% | -15.1% | +21.0% | +5.5% |
| 3Y | +14.2% | +495.0% | -480.8% | -9.8% |
| All | +14.2% | +494.5% | -480.3% | -9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling