+10.0%
OMC vs TLN
+678.8%
-668.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | +6.8% | +1.1% | +5.7% | +6.8% |
| 30D | +16.2% | -4.6% | +20.8% | +16.3% |
| 3M | +6.0% | +5.2% | +0.8% | +5.8% |
| 6M | +17.7% | -6.5% | +24.2% | +17.6% |
| YTD | +13.5% | -3.6% | +17.1% | +12.8% |
| 1Y | +27.2% | -8.2% | +35.4% | +26.7% |
| 3Y | +30.4% | +559.7% | -529.3% | +3.0% |
| All | +10.0% | +678.8% | -668.9% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling