+614.2%
TEAM vs OMC
+69.1%
+545.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -2.0% |
| 7D | -2.4% | +1.9% | -4.3% | -3.0% |
| 30D | -26.7% | +12.2% | -38.9% | -29.7% |
| 3M | -9.6% | +0.6% | -10.2% | -10.0% |
| 6M | +86.0% | +21.0% | +65.0% | +75.5% |
| YTD | -7.5% | +12.4% | -19.9% | -11.1% |
| 1Y | -1.4% | +25.4% | -26.8% | -8.4% |
| 3Y | -14.3% | +29.2% | -43.5% | -21.3% |
| 5Y | -66.3% | +52.6% | -118.9% | -70.0% |
| 10Y | +445.6% | +53.6% | +392.0% | +372.6% |
| All | +614.2% | +69.1% | +545.1% | +423.3% |
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