+14.5%
TFC vs OMC
+29.1%
-14.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | +0.7% |
| 7D | -1.3% | -4.2% | +2.9% | +0.5% |
| 30D | -2.3% | -7.5% | +5.2% | +0.6% |
| 3M | +2.5% | +4.6% | -2.2% | -0.4% |
| 6M | +9.5% | -4.8% | +14.3% | +10.7% |
| YTD | +5.1% | -1.0% | +6.1% | +3.2% |
| 1Y | +15.5% | +3.8% | +11.6% | +9.8% |
| 3Y | +95.2% | +10.2% | +85.0% | +74.2% |
| 5Y | +14.5% | +29.7% | -15.2% | -14.0% |
| All | +14.5% | +29.1% | -14.6% | -14.0% |
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