+31.8%
OMC vs TSN
-5.9%
+37.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.0% |
| 7D | -6.2% | +1.4% | -7.6% | -6.6% |
| 30D | -7.6% | -6.2% | -1.4% | -6.0% |
| 3M | +7.4% | -5.7% | +13.1% | +9.1% |
| 6M | +0.1% | -11.4% | +11.5% | +3.2% |
| YTD | +0.4% | -8.2% | +8.6% | +2.4% |
| 1Y | +7.8% | -2.0% | +9.8% | +7.5% |
| 3Y | +11.8% | +11.9% | 0.0% | +6.1% |
| 5Y | +32.5% | -17.8% | +50.2% | +36.3% |
| All | +31.8% | -5.9% | +37.7% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling