+23.9%
OMC vs TRI
-22.4%
+46.4%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.4% | -1.2% | +3.1% |
| 7D | +12.5% | +1.0% | +11.5% | +11.9% |
| 30D | +16.3% | +20.8% | -4.5% | +8.8% |
| 3M | +8.1% | +8.1% | 0.0% | +4.4% |
| 6M | +17.2% | +24.2% | -7.0% | +7.2% |
| YTD | +11.8% | -7.8% | +19.5% | +16.6% |
| 1Y | +23.9% | -16.7% | +40.6% | +31.0% |
| All | +23.9% | -22.4% | +46.4% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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