+45.9%
TEM vs OMC
-3.6%
+49.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.5% | -5.6% | -5.2% |
| 7D | -9.2% | -6.2% | -2.9% | -5.1% |
| 30D | +5.5% | -7.6% | +13.0% | +11.0% |
| 3M | +18.7% | +7.4% | +11.3% | +10.1% |
| 6M | +15.4% | +0.1% | +15.3% | +13.3% |
| YTD | -0.5% | +0.4% | -1.0% | -3.5% |
| 1Y | -24.8% | +7.8% | -32.6% | -33.6% |
| All | +45.9% | -3.6% | +49.5% | +36.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling