-4.1%
OMC vs TLN
+589.3%
-593.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -3.4% |
| 7D | -4.2% | +5.8% | -10.1% | -4.4% |
| 30D | -7.5% | -6.9% | -0.6% | -7.3% |
| 3M | +4.6% | -10.9% | +15.5% | +4.6% |
| 6M | -4.8% | -4.6% | -0.2% | -5.4% |
| YTD | -1.0% | -14.7% | +13.7% | -1.2% |
| 1Y | +3.8% | -17.9% | +21.8% | +3.6% |
| 3Y | +10.2% | +483.9% | -473.7% | -12.2% |
| All | -4.1% | +589.3% | -593.4% | -25.8% |
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 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