+5,947.5%
OMC vs TSN
+890.5%
+5,057.1%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.4% |
| 7D | -6.4% | -6.3% | -0.1% | -5.3% |
| 30D | +1.1% | -10.8% | +11.9% | +3.3% |
| 3M | +10.4% | -8.8% | +19.2% | +12.3% |
| 6M | -1.7% | -16.8% | +15.1% | +1.6% |
| YTD | +4.4% | -10.0% | +14.4% | +6.3% |
| 1Y | +8.4% | -5.3% | +13.7% | +9.2% |
| 3Y | +14.4% | +8.5% | +5.9% | +11.5% |
| 5Y | +33.9% | -22.9% | +56.8% | +38.3% |
| 10Y | +34.9% | -12.6% | +47.5% | +32.6% |
| All | +5,947.5% | +890.5% | +5,057.1% | +3,366.5% |
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