+18.0%
OMC vs TPG
+71.4%
-53.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.0% | +5.5% | +2.6% |
| 7D | -6.2% | -11.8% | +5.6% | -2.8% |
| 30D | -7.6% | -6.3% | -1.3% | -5.9% |
| 3M | +7.4% | +13.6% | -6.2% | +3.3% |
| 6M | +0.1% | +13.8% | -13.7% | -4.1% |
| YTD | +0.4% | -23.7% | +24.2% | +7.7% |
| 1Y | +7.8% | -18.2% | +25.9% | +12.7% |
| 3Y | +11.8% | +80.1% | -68.3% | -10.6% |
| All | +18.0% | +71.4% | -53.3% | -7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling