+6,287.0%
OMC vs TYL
+14,564.8%
-8,277.8%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.6% |
| 7D | +6.3% | +6.7% | -0.4% | +5.5% |
| 30D | +15.4% | +26.5% | -11.2% | +12.4% |
| 3M | +5.8% | +37.3% | -31.5% | +2.1% |
| 6M | +14.7% | +31.2% | -16.5% | +11.1% |
| YTD | +10.3% | -7.4% | +17.7% | +10.8% |
| 1Y | +23.2% | -9.6% | +32.8% | +24.0% |
| 3Y | +24.6% | +1.9% | +22.7% | +23.6% |
| 5Y | +50.1% | -21.1% | +71.2% | +51.6% |
| 10Y | +54.3% | +171.8% | -117.5% | +37.2% |
| All | +6,287.0% | +14,564.8% | -8,277.8% | +3,808.3% |
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