-53.1%
TEAM vs OMC
+29.1%
-82.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.2% | +2.8% |
| 7D | -4.7% | -4.2% | -0.4% | -2.2% |
| 30D | +17.0% | -7.5% | +24.5% | +22.5% |
| 3M | +85.9% | +4.6% | +81.3% | +83.2% |
| 6M | +116.7% | -4.8% | +121.5% | +124.6% |
| YTD | +9.6% | -1.0% | +10.6% | +10.5% |
| 1Y | -2.5% | +3.8% | -6.4% | -5.0% |
| 3Y | -14.0% | +10.2% | -24.2% | -22.2% |
| 5Y | -53.1% | +29.7% | -82.8% | -62.1% |
| All | -53.1% | +29.1% | -82.1% | -62.1% |
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