-25.6%
TGT vs OMC
+31.0%
-56.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.7% |
| 7D | -5.0% | -6.2% | +1.2% | -2.8% |
| 30D | +3.0% | -7.6% | +10.6% | +6.0% |
| 3M | +22.6% | +7.4% | +15.2% | +18.6% |
| 6M | +31.2% | +0.1% | +31.0% | +30.0% |
| YTD | +63.7% | +0.4% | +63.3% | +60.4% |
| 1Y | +78.5% | +7.8% | +70.7% | +68.5% |
| 3Y | +40.5% | +11.8% | +28.7% | +26.0% |
| 5Y | -25.6% | +32.5% | -58.0% | -39.0% |
| All | -25.6% | +31.0% | -56.5% | -39.0% |
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