-24.8%
TEM vs OMC
+5.7%
-30.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.5% | -5.6% | -4.7% |
| 7D | -9.2% | -6.2% | -2.9% | -7.1% |
| 30D | +5.5% | -7.6% | +13.0% | +8.2% |
| 3M | +18.7% | +7.4% | +11.3% | +14.4% |
| 6M | +15.4% | +0.1% | +15.3% | +14.2% |
| YTD | -0.5% | +0.4% | -1.0% | -4.9% |
| 1Y | -24.8% | +7.8% | -32.6% | -27.8% |
| All | -24.8% | +5.7% | -30.5% | -27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling