+148.6%
TE vs OMC
+9.8%
+138.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +0.9% |
| 7D | -4.0% | -6.4% | +2.4% | -5.2% |
| 30D | -15.9% | +1.1% | -17.0% | -15.7% |
| 3M | -60.5% | +10.4% | -71.0% | -59.8% |
| 6M | -35.2% | -1.7% | -33.5% | -36.1% |
| YTD | -31.1% | +4.4% | -35.6% | -30.8% |
| 1Y | +148.6% | +8.4% | +140.2% | +149.8% |
| All | +148.6% | +9.8% | +138.9% | +149.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling