+5,947.5%
OMC vs TYL
+12,593.6%
-6,646.1%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.5% | -2.0% |
| 7D | -6.4% | -3.7% | -2.7% | -6.0% |
| 30D | +1.1% | +18.7% | -17.6% | -0.8% |
| 3M | +10.4% | +18.1% | -7.7% | +8.4% |
| 6M | -1.7% | -1.1% | -0.6% | -1.8% |
| YTD | +4.4% | -19.8% | +24.2% | +6.6% |
| 1Y | +8.4% | -34.3% | +42.8% | +13.0% |
| 3Y | +14.4% | -8.2% | +22.6% | +14.8% |
| 5Y | +33.9% | -25.4% | +59.3% | +36.2% |
| 10Y | +34.9% | +115.6% | -80.7% | +22.9% |
| All | +5,947.5% | +12,593.6% | -6,646.1% | +3,661.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling