+2,624.8%
TFC vs OMC
+6,536.5%
-3,911.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.2% | +1.6% | -2.8% | -1.9% |
| 30D | +7.8% | +15.3% | -7.6% | +1.1% |
| 3M | -3.0% | +4.5% | -7.4% | -5.3% |
| 6M | +5.8% | +20.8% | -15.0% | -3.9% |
| YTD | +5.3% | +13.5% | -8.2% | -3.4% |
| 1Y | +15.7% | +25.2% | -9.6% | +1.2% |
| 3Y | +94.8% | +30.5% | +64.3% | +64.7% |
| 5Y | 0.0% | +52.7% | -52.6% | -22.2% |
| 10Y | +79.0% | +55.2% | +23.8% | +37.2% |
| All | +2,624.8% | +6,536.5% | -3,911.6% | +1,005.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling