+371.7%
TPR vs OMC
+57.3%
+314.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +6.4% | +1.6% | +4.8% | +5.3% |
| 30D | +13.8% | +15.3% | -1.6% | +3.6% |
| 3M | -16.6% | +4.5% | -21.1% | -19.7% |
| 6M | +0.7% | +20.8% | -20.1% | -13.2% |
| YTD | +5.3% | +13.5% | -8.2% | -7.7% |
| 1Y | +32.4% | +25.2% | +7.1% | +7.2% |
| 3Y | +406.4% | +30.5% | +375.9% | +277.3% |
| 5Y | +227.9% | +52.7% | +175.2% | +109.2% |
| 10Y | +371.7% | +55.2% | +316.5% | +178.8% |
| All | +371.7% | +57.3% | +314.4% | +178.8% |
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 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