-48.5%
TE vs OMC
+31.0%
-79.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.5% | -8.2% | -7.4% |
| 7D | +0.9% | -6.2% | +7.1% | +3.9% |
| 30D | -16.3% | -7.6% | -8.7% | -13.2% |
| 3M | -40.8% | +7.4% | -48.1% | -44.5% |
| 6M | -42.6% | +0.1% | -42.8% | -44.0% |
| YTD | -31.4% | +0.4% | -31.9% | -34.9% |
| 1Y | +144.9% | +7.8% | +137.2% | +116.2% |
| 3Y | -26.0% | +11.8% | -37.8% | -35.5% |
| 5Y | -48.5% | +32.5% | -80.9% | -59.1% |
| All | -48.5% | +31.0% | -79.4% | -59.1% |
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