+328.6%
TMO vs OMC
+34.2%
+294.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | -0.6% | -4.4% | +3.7% | +0.4% |
| 30D | +1.1% | -7.6% | +8.7% | +2.9% |
| 3M | +28.3% | +4.5% | +23.8% | +26.5% |
| 6M | +23.3% | -0.3% | +23.5% | +22.8% |
| YTD | +5.5% | -0.1% | +5.6% | +4.4% |
| 1Y | +24.5% | +4.6% | +19.9% | +21.4% |
| 3Y | +19.6% | +10.5% | +9.1% | +14.7% |
| 5Y | +8.1% | +31.7% | -23.6% | -1.1% |
| All | +328.6% | +34.2% | +294.4% | +282.3% |
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