+88.5%
TEM vs OMC
+6.5%
+82.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.3% | -2.2% | -2.9% |
| 7D | +7.8% | -0.3% | +8.0% | +8.1% |
| 30D | +11.2% | +10.6% | +0.6% | +3.7% |
| 3M | +39.0% | +2.6% | +36.4% | +35.7% |
| 6M | +61.6% | +16.6% | +45.0% | +41.4% |
| YTD | +28.5% | +10.9% | +17.6% | +16.1% |
| 1Y | +6.7% | +22.1% | -15.3% | -12.6% |
| All | +88.5% | +6.5% | +82.1% | +63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling