+52.4%
OMC vs TRMB
-36.0%
+88.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.0% |
| 3M | +0.6% | -3.3% | +3.9% | +0.1% |
| 6M | +21.0% | +1.3% | +19.7% | +18.2% |
| YTD | +12.4% | -29.0% | +41.3% | +24.5% |
| 1Y | +25.4% | -27.8% | +53.2% | +37.9% |
| 3Y | +29.2% | +36.3% | -7.1% | +12.0% |
| All | +52.4% | -36.0% | +88.4% | +57.5% |
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