+182.4%
OMC vs TRGP
+2,265.4%
-2,083.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.1% |
| 7D | -5.8% | -0.6% | -5.2% | -5.7% |
| 30D | -4.8% | +14.6% | -19.4% | -7.2% |
| 3M | +9.2% | +11.9% | -2.7% | +6.6% |
| 6M | -2.5% | +25.3% | -27.8% | -6.9% |
| YTD | +2.6% | +61.9% | -59.3% | -6.6% |
| 1Y | +5.9% | +87.3% | -81.3% | -6.3% |
| 3Y | +14.2% | +268.0% | -253.8% | -11.7% |
| 5Y | +33.2% | +638.2% | -605.0% | -9.6% |
| 10Y | +33.4% | +821.9% | -788.5% | -22.5% |
| All | +182.4% | +2,265.4% | -2,083.0% | +3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling