+50.2%
OMC vs TRMB
+102.3%
-52.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.7% | +1.4% |
| 7D | +1.9% | +2.8% | -1.0% | +0.9% |
| 30D | +12.2% | -5.9% | +18.1% | +13.1% |
| 3M | +0.6% | -3.3% | +3.9% | +0.4% |
| 6M | +21.0% | +1.3% | +19.7% | +18.7% |
| YTD | +12.4% | -29.0% | +41.3% | +24.0% |
| 1Y | +25.4% | -27.8% | +53.2% | +37.4% |
| 3Y | +29.2% | +36.3% | -7.1% | +13.3% |
| 5Y | +52.6% | -35.8% | +88.4% | +65.0% |
| All | +50.2% | +102.3% | -52.1% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 10y: compounded portfolio wealth divided by compounded TRMB 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…
10y analysis · Full analysis span regression · 6 months rolling