+6,321.8%
OMC vs TSN
+1,041.5%
+5,280.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.1% |
| 7D | -0.3% | -1.4% | +1.1% | 0.0% |
| 30D | +10.6% | +10.2% | +0.5% | +8.5% |
| 3M | +2.6% | +7.2% | -4.6% | +1.0% |
| 6M | +16.6% | -10.6% | +27.2% | +19.0% |
| YTD | +10.9% | +3.7% | +7.2% | +9.7% |
| 1Y | +22.1% | +13.5% | +8.6% | +18.5% |
| 3Y | +27.5% | +40.1% | -12.6% | +18.2% |
| 5Y | +50.6% | -14.5% | +65.1% | +52.4% |
| 10Y | +51.7% | +15.7% | +36.0% | +41.6% |
| All | +6,321.8% | +1,041.5% | +5,280.3% | +3,476.8% |
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