+4.1%
TLT vs OMC
+31.9%
-27.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.3% |
| 7D | -0.3% | +6.8% | -7.1% | -0.7% |
| 30D | +3.7% | +16.2% | -12.4% | +2.7% |
| 3M | -0.7% | +6.0% | -6.7% | -1.1% |
| 6M | -4.2% | +17.7% | -21.9% | -5.3% |
| YTD | -4.0% | +13.5% | -17.4% | -4.9% |
| 1Y | -5.8% | +27.2% | -33.0% | -7.6% |
| 3Y | +4.1% | +30.4% | -26.3% | +1.2% |
| All | +4.1% | +31.9% | -27.8% | +1.2% |
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