+53.5%
OMC vs TXT
+14.4%
+39.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.3% |
| 7D | +6.8% | -1.1% | +7.9% | +7.3% |
| 30D | +16.2% | +17.1% | -0.9% | +8.0% |
| 3M | +6.0% | -2.6% | +8.7% | +6.9% |
| 6M | +17.7% | -4.6% | +22.3% | +19.0% |
| YTD | +13.5% | -0.3% | +13.8% | +11.1% |
| 1Y | +27.2% | +5.9% | +21.3% | +20.8% |
| 3Y | +30.4% | +14.4% | +16.0% | +15.4% |
| 5Y | +53.5% | +15.9% | +37.6% | +31.0% |
| All | +53.5% | +14.4% | +39.1% | +31.0% |
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 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