-53.2%
TE vs OMC
+31.6%
-84.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +2.1% |
| 7D | -4.0% | -6.4% | +2.4% | -2.0% |
| 30D | -15.9% | +1.1% | -17.0% | -16.2% |
| 3M | -60.5% | +10.4% | -71.0% | -62.3% |
| 6M | -35.2% | -1.7% | -33.5% | -35.7% |
| YTD | -31.1% | +4.4% | -35.6% | -33.9% |
| 1Y | +148.6% | +8.4% | +140.2% | +133.2% |
| 3Y | -26.4% | +14.4% | -40.8% | -30.9% |
| 5Y | -48.0% | +33.9% | -81.9% | -52.2% |
| All | -53.2% | +31.6% | -84.8% | -56.7% |
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