-1.1%
TLT vs OMC
+12.9%
-14.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.1% |
| 7D | +0.4% | -5.8% | +6.2% | +0.8% |
| 30D | -0.3% | -4.8% | +4.5% | 0.0% |
| 3M | -1.7% | +9.2% | -11.0% | -2.3% |
| 6M | -4.9% | -2.5% | -2.4% | -4.9% |
| YTD | -2.8% | +2.6% | -5.4% | -3.1% |
| 1Y | -4.2% | +5.9% | -10.2% | -4.8% |
| 3Y | -1.1% | +14.2% | -15.3% | -5.0% |
| All | -1.1% | +12.9% | -14.0% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling