+33.4%
TGT vs OMC
-5.3%
+38.7%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.5% | +0.3% | -2.6% |
| 7D | -3.6% | -4.2% | +0.7% | -2.8% |
| 30D | +4.4% | -7.5% | +11.9% | +5.9% |
| 3M | +25.4% | +4.6% | +20.7% | +25.3% |
| 6M | +33.4% | -4.8% | +38.2% | +36.8% |
| All | +33.4% | -5.3% | +38.7% | +36.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling