+6,175.2%
TGT vs OMC
+5,896.1%
+279.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.8% | -0.3% |
| 7D | -0.6% | -5.8% | +5.1% | +1.6% |
| 30D | +9.5% | -4.8% | +14.3% | +11.6% |
| 3M | +32.3% | +9.2% | +23.0% | +26.8% |
| 6M | +37.0% | -2.5% | +39.5% | +37.0% |
| YTD | +71.0% | +2.6% | +68.5% | +65.2% |
| 1Y | +85.0% | +5.9% | +79.1% | +75.8% |
| 3Y | +46.8% | +14.2% | +32.6% | +33.4% |
| 5Y | -22.7% | +33.2% | -56.0% | -35.0% |
| 10Y | +216.3% | +33.4% | +182.9% | +148.9% |
| All | +6,175.2% | +5,896.1% | +279.1% | +1,295.7% |
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