-19.8%
TLT vs OMC
+29.9%
-49.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -0.8% |
| 7D | -0.3% | -4.2% | +4.0% | -0.5% |
| 30D | 0.0% | -7.5% | +7.5% | -0.5% |
| 3M | -2.9% | +4.6% | -7.5% | -2.4% |
| 6M | -6.3% | -4.8% | -1.4% | -6.5% |
| YTD | -3.3% | -1.0% | -2.3% | -3.2% |
| 1Y | -4.2% | +3.8% | -8.1% | -3.6% |
| 3Y | -1.7% | +10.2% | -11.9% | +0.4% |
| 5Y | -34.9% | +29.7% | -64.6% | -31.1% |
| 10Y | -19.8% | +32.3% | -52.1% | -11.5% |
| All | -19.8% | +29.9% | -49.7% | -11.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling