+52.2%
TEM vs OMC
-5.0%
+57.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.5% | -1.2% | -2.3% |
| 7D | -1.1% | -4.2% | +3.2% | +2.0% |
| 30D | +11.3% | -7.5% | +18.8% | +17.1% |
| 3M | +25.5% | +4.6% | +20.9% | +18.7% |
| 6M | +17.1% | -4.8% | +22.0% | +19.5% |
| YTD | +3.8% | -1.0% | +4.8% | +1.7% |
| 1Y | -24.4% | +3.8% | -28.2% | -30.7% |
| All | +52.2% | -5.0% | +57.2% | +43.5% |
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