+33.4%
OMC vs TYL
+106.7%
-73.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.6% | -0.4% |
| 7D | -5.8% | -7.6% | +1.8% | -3.4% |
| 30D | -4.8% | +11.3% | -16.1% | -8.0% |
| 3M | +9.2% | +14.5% | -5.3% | +4.5% |
| 6M | -2.5% | -7.1% | +4.7% | -1.0% |
| YTD | +2.6% | -23.4% | +25.9% | +9.5% |
| 1Y | +5.9% | -38.6% | +44.5% | +20.5% |
| 3Y | +14.2% | -11.3% | +25.5% | +15.6% |
| 5Y | +33.2% | -28.0% | +61.2% | +38.7% |
| 10Y | +33.4% | +104.9% | -71.4% | +9.6% |
| All | +33.4% | +106.7% | -73.3% | +9.6% |
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