+32.5%
OMC vs TRGP
+627.0%
-594.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | -6.2% | -0.6% | -5.7% | -6.1% |
| 30D | -7.6% | +10.0% | -17.5% | -9.6% |
| 3M | +7.4% | +7.6% | -0.2% | +5.1% |
| 6M | +0.1% | +26.8% | -26.6% | -6.3% |
| YTD | +0.4% | +60.6% | -60.1% | -11.9% |
| 1Y | +7.8% | +82.5% | -74.7% | -9.1% |
| 3Y | +11.8% | +265.0% | -253.2% | -26.1% |
| 5Y | +32.5% | +645.9% | -613.4% | -35.4% |
| All | +32.5% | +627.0% | -594.5% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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