+377.9%
TPR vs OMC
+52.3%
+325.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.5% |
| 7D | +14.2% | +6.3% | +7.9% | +9.7% |
| 30D | +17.1% | +15.4% | +1.7% | +6.6% |
| 3M | -17.7% | +5.8% | -23.5% | -21.5% |
| 6M | -10.2% | +14.7% | -24.8% | -19.9% |
| YTD | +4.9% | +10.3% | -5.4% | -6.4% |
| 1Y | +36.1% | +23.2% | +12.9% | +11.2% |
| 3Y | +416.5% | +24.6% | +391.9% | +297.3% |
| 5Y | +254.8% | +50.1% | +204.7% | +128.5% |
| All | +377.9% | +52.3% | +325.6% | +187.1% |
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