+12,759.1%
TDG vs OMC
+238.8%
+12,520.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | +0.1% |
| 7D | -2.4% | -4.2% | +1.8% | -0.3% |
| 30D | -8.0% | -7.5% | -0.5% | -4.4% |
| 3M | -10.5% | +4.6% | -15.1% | -13.5% |
| 6M | -11.9% | -4.8% | -7.1% | -10.8% |
| YTD | -15.4% | -1.0% | -14.3% | -17.0% |
| 1Y | -14.2% | +3.8% | -18.1% | -19.0% |
| 3Y | +51.0% | +10.2% | +40.8% | +32.5% |
| 5Y | +126.5% | +29.7% | +96.7% | +74.7% |
| 10Y | +535.6% | +32.3% | +503.3% | +356.0% |
| All | +12,759.1% | +238.8% | +12,520.4% | +4,873.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling