+8,131.0%
TMO vs OMC
+5,687.0%
+2,444.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +1.6% |
| 7D | -0.5% | -4.2% | +3.8% | +0.9% |
| 30D | +1.0% | -7.5% | +8.5% | +3.5% |
| 3M | +22.7% | +4.6% | +18.1% | +20.1% |
| 6M | +19.0% | -4.8% | +23.8% | +20.1% |
| YTD | +4.7% | -1.0% | +5.8% | +3.4% |
| 1Y | +26.0% | +3.8% | +22.2% | +21.7% |
| 3Y | +18.0% | +10.2% | +7.8% | +10.7% |
| 5Y | +8.0% | +29.7% | -21.7% | -6.3% |
| 10Y | +333.8% | +32.3% | +301.5% | +248.5% |
| All | +8,131.0% | +5,687.0% | +2,444.1% | +2,643.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling