+32.5%
OMC vs TXG
-64.0%
+96.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.8% | +1.6% |
| 7D | -6.2% | +5.0% | -11.2% | -6.7% |
| 30D | -7.6% | +13.5% | -21.1% | -9.0% |
| 3M | +7.4% | +128.0% | -120.6% | -2.8% |
| 6M | +0.1% | +224.4% | -224.3% | -13.7% |
| YTD | +0.4% | +307.0% | -306.6% | -16.0% |
| 1Y | +7.8% | +427.2% | -419.5% | -13.7% |
| 3Y | +11.8% | +40.2% | -28.3% | -0.6% |
| 5Y | +32.5% | -64.0% | +96.5% | +18.9% |
| All | +32.5% | -64.0% | +96.5% | +18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling