+1.2%
OMC vs TLN
+583.6%
-582.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.8% | -6.2% | -2.6% |
| 7D | -6.4% | +7.1% | -13.5% | -6.6% |
| 30D | +1.1% | -3.9% | +5.0% | +1.2% |
| 3M | +10.4% | -16.2% | +26.6% | +10.8% |
| 6M | -1.7% | -5.8% | +4.1% | -2.3% |
| YTD | +4.4% | -15.4% | +19.9% | +4.3% |
| 1Y | +8.4% | -16.7% | +25.1% | +8.0% |
| 3Y | +14.4% | +473.8% | -459.4% | -8.8% |
| All | +1.2% | +583.6% | -582.3% | -21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling