+88.6%
TGT vs OMC
+24.5%
+64.1%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.2% | +0.4% | +4.8% |
| 7D | +9.5% | +12.5% | -3.0% | +7.6% |
| 30D | +6.6% | +16.3% | -9.7% | +4.4% |
| 3M | +11.0% | +8.1% | +2.9% | +9.7% |
| 6M | +29.9% | +17.2% | +12.7% | +27.5% |
| YTD | +71.4% | +11.8% | +59.7% | +71.2% |
| 1Y | +88.6% | +23.9% | +64.7% | +83.1% |
| All | +88.6% | +24.5% | +64.1% | +83.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling