+95.3%
TFC vs OMC
+35.0%
+60.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.5% |
| 7D | -2.5% | -6.2% | +3.8% | +1.1% |
| 30D | -2.8% | -7.6% | +4.7% | +1.3% |
| 3M | +2.1% | +7.4% | -5.2% | -3.2% |
| 6M | +10.1% | +0.1% | +10.0% | +8.2% |
| YTD | +5.4% | +0.4% | +5.0% | +1.1% |
| 1Y | +16.3% | +7.8% | +8.6% | +5.5% |
| 3Y | +95.9% | +11.8% | +84.0% | +67.8% |
| 5Y | +16.0% | +32.5% | -16.5% | -15.7% |
| All | +95.3% | +35.0% | +60.3% | +28.9% |
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