+42.8%
OMC vs TW
+211.4%
-168.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.2% | -1.2% |
| 7D | -5.8% | -3.5% | -2.3% | -5.1% |
| 30D | -4.8% | +0.5% | -5.3% | -4.9% |
| 3M | +9.2% | +4.9% | +4.3% | +8.1% |
| 6M | -2.5% | -17.1% | +14.6% | +0.6% |
| YTD | +2.6% | -3.9% | +6.4% | +2.9% |
| 1Y | +5.9% | -13.3% | +19.2% | +8.2% |
| 3Y | +14.2% | +20.9% | -6.7% | +8.3% |
| 5Y | +33.2% | +20.5% | +12.7% | +24.0% |
| All | +42.8% | +211.4% | -168.6% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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