+34.4%
OMC vs TXT
+12.9%
+21.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.1% |
| 7D | -5.8% | -0.2% | -5.5% | -5.7% |
| 30D | -4.8% | -11.1% | +6.2% | +0.2% |
| 3M | +9.2% | -13.0% | +22.2% | +15.7% |
| 6M | -2.5% | -16.2% | +13.7% | +4.7% |
| YTD | +2.6% | -8.7% | +11.3% | +4.9% |
| 1Y | +5.9% | -3.8% | +9.7% | +5.2% |
| 3Y | +14.2% | +5.5% | +8.7% | +5.0% |
| All | +34.4% | +12.9% | +21.5% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling