+48.2%
OMC vs TYL
+183.3%
-135.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | -0.3% | -1.6% | +1.3% | +0.2% |
| 30D | +10.6% | +22.1% | -11.5% | +3.8% |
| 3M | +2.6% | +33.4% | -30.8% | -6.4% |
| 6M | +16.6% | +36.8% | -20.2% | +5.2% |
| YTD | +10.9% | -6.7% | +17.6% | +11.2% |
| 1Y | +22.1% | -9.2% | +31.3% | +23.2% |
| 3Y | +27.5% | +1.2% | +26.3% | +23.6% |
| 5Y | +50.6% | -23.0% | +73.6% | +52.7% |
| All | +48.2% | +183.3% | -135.0% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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