+51.7%
OMC vs TXT
+94.6%
-42.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.5% |
| 7D | +1.6% | -0.8% | +2.4% | +1.9% |
| 30D | +15.3% | +13.4% | +1.9% | +8.5% |
| 3M | +4.5% | -2.5% | +7.0% | +5.2% |
| 6M | +20.8% | -6.2% | +27.0% | +23.1% |
| YTD | +13.5% | -1.3% | +14.9% | +11.9% |
| 1Y | +25.2% | +4.3% | +20.9% | +20.2% |
| 3Y | +30.5% | +13.2% | +17.2% | +17.9% |
| 5Y | +52.7% | +12.4% | +40.3% | +35.8% |
| All | +51.7% | +94.6% | -42.9% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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