+96.7%
TFC vs OMC
+12.9%
+83.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.5% |
| 7D | +2.2% | -5.8% | +8.0% | +4.2% |
| 30D | -2.5% | -4.8% | +2.3% | -1.0% |
| 3M | +4.5% | +9.2% | -4.7% | +0.7% |
| 6M | +11.0% | -2.5% | +13.5% | +11.2% |
| YTD | +5.9% | +2.6% | +3.3% | +3.8% |
| 1Y | +14.6% | +5.9% | +8.6% | +10.0% |
| 3Y | +96.7% | +14.2% | +82.5% | +56.3% |
| All | +96.7% | +12.9% | +83.8% | +56.3% |
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