+24.9%
OMC vs TMF
-26.6%
+51.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | +1.6% | -3.4% | +4.9% | +2.5% |
| 30D | +15.3% | +11.5% | +3.8% | +12.1% |
| 3M | +4.5% | -4.5% | +9.0% | +5.2% |
| 6M | +20.8% | -15.0% | +35.7% | +24.0% |
| YTD | +13.5% | -19.9% | +33.4% | +18.8% |
| All | +24.9% | -26.6% | +51.5% | +32.2% |
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