+486.8%
OMC vs TNA
+944.8%
-457.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.1% | +0.7% | -2.5% |
| 7D | -4.2% | -3.6% | -0.6% | -3.4% |
| 30D | -7.5% | -10.1% | +2.6% | -5.2% |
| 3M | +4.6% | +2.7% | +1.9% | +3.3% |
| 6M | -4.8% | +38.4% | -43.2% | -13.8% |
| YTD | -1.0% | +45.4% | -46.4% | -12.1% |
| 1Y | +3.8% | +55.9% | -52.1% | -10.6% |
| 3Y | +10.2% | +109.8% | -99.6% | -19.3% |
| 5Y | +29.7% | -22.5% | +52.2% | +9.9% |
| 10Y | +32.3% | +87.5% | -55.2% | -30.4% |
| All | +486.8% | +944.8% | -457.9% | +25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling