+375.5%
OMC vs TRI
+518.6%
-143.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.5% | +4.7% | +1.1% |
| 7D | -5.8% | -7.1% | +1.3% | -2.7% |
| 30D | -4.8% | -2.3% | -2.5% | -4.1% |
| 3M | +9.2% | +19.6% | -10.3% | -0.5% |
| 6M | -2.5% | -8.7% | +6.2% | -0.8% |
| YTD | +2.6% | -22.3% | +24.8% | +11.1% |
| 1Y | +5.9% | -40.7% | +46.6% | +29.5% |
| 3Y | +14.2% | -17.8% | +32.0% | +17.0% |
| 5Y | +33.2% | -8.5% | +41.7% | +28.0% |
| 10Y | +33.4% | +192.6% | -159.2% | -29.4% |
| All | +375.5% | +518.6% | -143.2% | +35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling