+29.7%
OMC vs TRMB
-39.0%
+68.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.3% | -1.1% | -2.6% |
| 7D | -4.2% | -2.9% | -1.3% | -3.1% |
| 30D | -7.5% | -1.8% | -5.7% | -6.9% |
| 3M | +4.6% | +8.4% | -3.8% | +1.5% |
| 6M | -4.8% | -18.5% | +13.7% | +2.1% |
| YTD | -1.0% | -26.7% | +25.7% | +10.2% |
| 1Y | +3.8% | -28.3% | +32.1% | +16.0% |
| 3Y | +10.2% | +12.6% | -2.4% | +3.0% |
| 5Y | +29.7% | -38.7% | +68.4% | +41.0% |
| All | +29.7% | -39.0% | +68.7% | +41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling