-34.8%
TLT vs OMC
+53.9%
-88.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.3% |
| 7D | -0.3% | +6.8% | -7.1% | -0.5% |
| 30D | +3.7% | +16.2% | -12.4% | +3.2% |
| 3M | -0.7% | +6.0% | -6.7% | -0.9% |
| 6M | -4.2% | +17.7% | -21.9% | -4.7% |
| YTD | -4.0% | +13.5% | -17.4% | -4.5% |
| 1Y | -5.8% | +27.2% | -33.0% | -6.6% |
| 3Y | +4.1% | +30.4% | -26.3% | +3.8% |
| 5Y | -34.8% | +53.5% | -88.3% | -32.8% |
| All | -34.8% | +53.9% | -88.7% | -32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling