+42.4%
OMC vs TSLQ
-97.3%
+139.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.5% |
| 7D | -4.2% | -8.0% | +3.8% | -4.5% |
| 30D | -7.5% | -23.8% | +16.3% | -8.6% |
| 3M | +4.6% | -7.0% | +11.6% | +5.1% |
| 6M | -4.8% | -17.1% | +12.3% | -4.6% |
| YTD | -1.0% | +0.1% | -1.1% | +0.6% |
| 1Y | +3.8% | -51.2% | +55.0% | +1.7% |
| 3Y | +10.2% | -95.9% | +106.1% | 0.0% |
| All | +42.4% | -97.3% | +139.7% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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