+30.2%
OMC vs TNA
-23.3%
+53.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -0.8% |
| 7D | -4.4% | -7.3% | +2.9% | -2.9% |
| 30D | -7.6% | -14.2% | +6.6% | -4.8% |
| 3M | +4.5% | -4.6% | +9.1% | +5.0% |
| 6M | -0.3% | +36.9% | -37.2% | -8.3% |
| YTD | -0.1% | +42.5% | -42.7% | -9.5% |
| 1Y | +4.6% | +45.8% | -41.1% | -6.8% |
| 3Y | +10.5% | +104.7% | -94.2% | -15.9% |
| All | +30.2% | -23.3% | +53.5% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 5y: compounded portfolio wealth divided by compounded TNA 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…
5y analysis · Full analysis span regression · 6 months rolling