+16.9%
TPR vs OMC
+9.8%
+7.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.1% |
| 7D | -2.7% | -6.4% | +3.7% | -1.9% |
| 30D | -23.3% | +1.1% | -24.4% | -23.6% |
| 3M | -12.8% | +10.4% | -23.2% | -14.4% |
| 6M | -21.7% | -1.7% | -20.0% | -22.0% |
| YTD | -3.9% | +4.4% | -8.3% | -3.9% |
| 1Y | +16.9% | +8.4% | +8.5% | +16.0% |
| All | +16.9% | +9.8% | +7.2% | +16.0% |
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