+5,680.7%
OMC vs TRMB
+3,381.2%
+2,299.5%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.4% | -2.3% |
| 7D | -6.4% | -2.5% | -3.9% | -6.0% |
| 30D | +1.1% | +1.5% | -0.4% | +0.9% |
| 3M | +10.4% | +6.8% | +3.6% | +9.3% |
| 6M | -1.7% | -14.9% | +13.2% | +0.6% |
| YTD | +4.4% | -24.1% | +28.5% | +8.7% |
| 1Y | +8.4% | -25.4% | +33.8% | +13.1% |
| 3Y | +14.4% | +8.0% | +6.4% | +12.3% |
| 5Y | +33.9% | -37.3% | +71.2% | +40.5% |
| 10Y | +34.9% | +116.8% | -82.0% | +18.0% |
| All | +5,680.7% | +3,381.2% | +2,299.5% | +3,319.6% |
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