+77.2%
TGT vs OMC
+7.0%
+70.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.1% |
| 7D | -5.2% | -4.4% | -0.9% | -4.6% |
| 30D | +1.2% | -7.6% | +8.8% | +2.3% |
| 3M | +18.4% | +4.5% | +13.9% | +17.8% |
| 6M | +33.4% | -0.3% | +33.7% | +33.6% |
| YTD | +63.8% | -0.1% | +63.9% | +65.9% |
| 1Y | +77.2% | +4.6% | +72.5% | +75.9% |
| All | +77.2% | +7.0% | +70.1% | +75.9% |
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 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