+25.4%
TMO vs OMC
+24.5%
+0.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.2% | -4.1% | +0.4% |
| 7D | +0.3% | +12.5% | -12.2% | -1.4% |
| 30D | +4.3% | +16.3% | -11.9% | +2.0% |
| 3M | +25.1% | +8.1% | +17.1% | +23.6% |
| 6M | +52.9% | +17.2% | +35.8% | +48.5% |
| YTD | +22.2% | +11.8% | +10.4% | +19.2% |
| 1Y | +25.4% | +23.9% | +1.4% | +20.2% |
| All | +25.4% | +24.5% | +0.8% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling