+23.9%
OMC vs TMF
-23.9%
+47.8%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.5% | +2.8% | +4.5% |
| 7D | +12.5% | +4.0% | +8.6% | +11.4% |
| 30D | +16.3% | +19.5% | -3.2% | +11.2% |
| 3M | +8.1% | -3.5% | +11.6% | +8.4% |
| 6M | +17.2% | -10.6% | +27.7% | +18.7% |
| YTD | +11.8% | -17.1% | +28.8% | +15.6% |
| 1Y | +23.9% | -24.3% | +48.2% | +28.5% |
| All | +23.9% | -23.9% | +47.8% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling