+306.7%
TPR vs OMC
+29.9%
+276.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.5% | +0.2% | -1.0% |
| 7D | -7.3% | -4.2% | -3.1% | -4.8% |
| 30D | -30.7% | -7.5% | -23.2% | -27.7% |
| 3M | -21.6% | +4.6% | -26.3% | -25.3% |
| 6M | -21.3% | -4.8% | -16.5% | -20.6% |
| YTD | -10.2% | -1.0% | -9.2% | -13.8% |
| 1Y | +9.5% | +3.8% | +5.7% | +0.3% |
| 3Y | +280.8% | +10.2% | +270.6% | +218.5% |
| 5Y | +218.7% | +29.7% | +189.0% | +127.0% |
| 10Y | +306.7% | +32.3% | +274.4% | +163.7% |
| All | +306.7% | +29.9% | +276.8% | +163.7% |
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