+29.2%
TPR vs OMC
+22.7%
+6.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.2% |
| 7D | -1.1% | -0.3% | -0.9% | -1.1% |
| 30D | +15.1% | +10.6% | +4.5% | +13.3% |
| 3M | -13.4% | +2.6% | -16.0% | -14.2% |
| 6M | +1.4% | +16.6% | -15.3% | -1.2% |
| YTD | +4.8% | +10.9% | -6.1% | +3.8% |
| 1Y | +29.2% | +22.1% | +7.1% | +26.5% |
| All | +29.2% | +22.7% | +6.5% | +26.5% |
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