+4.6%
OMC vs TPG
-16.9%
+21.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.0% |
| 7D | -4.4% | -9.4% | +5.1% | -1.9% |
| 30D | -7.6% | -5.3% | -2.3% | -6.3% |
| 3M | +4.5% | +12.9% | -8.4% | +1.8% |
| 6M | -0.3% | +20.1% | -20.3% | -4.3% |
| YTD | -0.1% | -22.5% | +22.4% | +7.0% |
| 1Y | +4.6% | -19.7% | +24.3% | +10.6% |
| All | +4.6% | -16.9% | +21.5% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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