+26.2%
OMC vs TXG
+27.0%
-0.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.9% | -0.8% |
| 7D | -4.4% | +9.5% | -13.9% | -5.1% |
| 30D | -7.6% | +18.8% | -26.4% | -9.1% |
| 3M | +4.5% | +136.1% | -131.6% | -3.9% |
| 6M | -0.3% | +235.2% | -235.5% | -11.8% |
| YTD | -0.1% | +320.5% | -320.7% | -13.8% |
| 1Y | +4.6% | +425.2% | -420.6% | -12.3% |
| 3Y | +10.5% | +42.9% | -32.4% | -0.7% |
| 5Y | +31.7% | -62.8% | +94.5% | +19.3% |
| All | +26.2% | +27.0% | -0.8% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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