+70.3%
T vs OMC
+34.2%
+36.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.5% | +2.2% |
| 7D | +1.5% | -4.4% | +5.8% | +2.8% |
| 30D | +7.5% | -7.6% | +15.1% | +9.9% |
| 3M | +14.8% | +4.5% | +10.3% | +13.0% |
| 6M | -1.7% | -0.3% | -1.5% | -2.2% |
| YTD | +8.7% | -0.1% | +8.8% | +7.1% |
| 1Y | -7.5% | +4.6% | -12.1% | -10.6% |
| 3Y | +110.2% | +10.5% | +99.8% | +93.5% |
| 5Y | +71.6% | +31.7% | +39.9% | +40.7% |
| All | +70.3% | +34.2% | +36.0% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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