+419.8%
OMC vs TMF
-69.2%
+489.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | +6.3% | +1.2% | +5.1% | +6.4% |
| 30D | +15.4% | +19.7% | -4.4% | +18.1% |
| 3M | +5.8% | -2.1% | +7.9% | +5.4% |
| 6M | +14.7% | -13.4% | +28.1% | +12.5% |
| YTD | +10.3% | -16.7% | +27.0% | +7.7% |
| 1Y | +23.2% | -23.3% | +46.6% | +19.0% |
| 3Y | +24.6% | -24.8% | +49.4% | +22.3% |
| 5Y | +50.1% | -88.0% | +138.1% | +9.7% |
| 10Y | +54.3% | -84.7% | +139.0% | +29.2% |
| All | +419.8% | -69.2% | +489.0% | +499.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling