+6,119.0%
OMC vs TRMB
+3,157.0%
+2,962.0%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.7% | +1.4% |
| 7D | +1.9% | +2.8% | -1.0% | +1.4% |
| 30D | +12.2% | -5.9% | +18.1% | +12.7% |
| 3M | +0.6% | -3.3% | +3.9% | +0.6% |
| 6M | +21.0% | +1.3% | +19.7% | +20.2% |
| YTD | +12.4% | -29.0% | +41.3% | +17.6% |
| 1Y | +25.4% | -27.8% | +53.2% | +30.9% |
| 3Y | +29.2% | +36.3% | -7.1% | +22.5% |
| 5Y | +52.6% | -35.8% | +88.4% | +59.1% |
| 10Y | +53.6% | +103.1% | -49.4% | +35.3% |
| All | +6,119.0% | +3,157.0% | +2,962.0% | +3,599.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling