+392.2%
OMC vs TMF
-68.9%
+461.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.8% | -2.4% |
| 7D | -6.4% | -1.4% | -5.0% | -6.6% |
| 30D | +1.1% | -2.8% | +3.9% | +0.7% |
| 3M | +10.4% | -10.9% | +21.3% | +8.7% |
| 6M | -1.7% | -21.3% | +19.6% | -4.8% |
| YTD | +4.4% | -15.9% | +20.3% | +2.2% |
| 1Y | +8.4% | -15.7% | +24.2% | +6.2% |
| 3Y | +14.4% | -43.4% | +57.7% | +7.5% |
| 5Y | +33.9% | -87.8% | +121.6% | -1.4% |
| 10Y | +34.9% | -86.7% | +121.6% | +10.0% |
| All | +392.2% | -68.9% | +461.1% | +468.1% |
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