+124.3%
TDG vs OMC
+30.5%
+93.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.7% | +1.4% |
| 7D | -1.9% | -4.4% | +2.5% | -0.3% |
| 30D | -7.7% | -7.6% | -0.1% | -5.2% |
| 3M | -9.3% | +4.5% | -13.8% | -11.4% |
| 6M | -9.4% | -0.3% | -9.1% | -10.0% |
| YTD | -14.3% | -0.1% | -14.1% | -15.3% |
| 1Y | -11.8% | +4.6% | -16.5% | -14.9% |
| 3Y | +52.0% | +10.5% | +41.5% | +37.8% |
| All | +124.3% | +30.5% | +93.8% | +69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling