+50.2%
OMC vs TMF
-82.1%
+132.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.2% |
| 7D | +1.9% | -9.3% | +11.1% | +1.1% |
| 30D | +12.2% | +1.9% | +10.3% | +12.4% |
| 3M | +0.6% | -11.2% | +11.8% | -0.4% |
| 6M | +21.0% | -17.7% | +38.7% | +19.0% |
| YTD | +12.4% | -24.5% | +36.8% | +9.7% |
| 1Y | +25.4% | -29.4% | +54.8% | +21.7% |
| 3Y | +29.2% | -33.4% | +62.6% | +26.6% |
| 5Y | +52.6% | -88.7% | +141.3% | +11.2% |
| All | +50.2% | -82.1% | +132.3% | +22.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling