+299.4%
TPR vs OMC
+15.0%
+284.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.8% |
| 7D | -2.3% | -6.4% | +4.1% | -0.3% |
| 30D | -23.0% | +1.1% | -24.1% | -23.6% |
| 3M | -12.5% | +10.4% | -22.9% | -16.1% |
| 6M | -21.4% | -1.7% | -19.7% | -21.6% |
| YTD | -3.5% | +4.4% | -8.0% | -6.0% |
| 1Y | +17.4% | +8.4% | +8.9% | +11.7% |
| All | +299.4% | +15.0% | +284.5% | +226.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling