+32.3%
OMC vs TMF
-86.2%
+118.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -3.6% |
| 7D | -4.2% | -0.9% | -3.3% | -4.3% |
| 30D | -7.5% | -1.0% | -6.5% | -7.6% |
| 3M | +4.6% | -11.3% | +15.9% | +3.5% |
| 6M | -4.8% | -22.7% | +17.9% | -7.0% |
| YTD | -1.0% | -17.3% | +16.3% | -2.6% |
| 1Y | +3.8% | -22.5% | +26.3% | +1.6% |
| 3Y | +10.2% | -43.2% | +53.4% | +5.3% |
| 5Y | +29.7% | -88.3% | +118.0% | -4.7% |
| 10Y | +32.3% | -86.0% | +118.3% | +9.3% |
| All | +32.3% | -86.2% | +118.5% | +9.3% |
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