+52.4%
OMC vs TYL
-23.0%
+75.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +1.9% | +0.8% | +1.0% | +1.6% |
| 30D | +12.2% | +21.1% | -8.9% | +5.0% |
| 3M | +0.6% | +28.9% | -28.3% | -8.0% |
| 6M | +21.0% | +42.0% | -21.0% | +6.7% |
| YTD | +12.4% | -6.6% | +18.9% | +12.4% |
| 1Y | +25.4% | -9.1% | +34.5% | +26.4% |
| 3Y | +29.2% | +1.8% | +27.3% | +24.5% |
| All | +52.4% | -23.0% | +75.4% | +49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling