+6,406.1%
OMC vs TSN
+1,033.0%
+5,373.1%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.1% | +1.5% |
| 7D | +1.9% | -1.4% | +3.3% | +2.2% |
| 30D | +12.2% | +8.5% | +3.7% | +10.4% |
| 3M | +0.6% | +5.3% | -4.7% | -0.6% |
| 6M | +21.0% | -10.5% | +31.5% | +23.5% |
| YTD | +12.4% | +3.0% | +9.4% | +11.3% |
| 1Y | +25.4% | +12.1% | +13.3% | +22.0% |
| 3Y | +29.2% | +43.1% | -13.9% | +19.3% |
| 5Y | +52.6% | -15.1% | +67.7% | +54.6% |
| 10Y | +53.6% | +14.8% | +38.8% | +43.7% |
| All | +6,406.1% | +1,033.0% | +5,373.1% | +3,529.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling