+240.4%
TPR vs OMC
+33.9%
+206.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +1.2% |
| 7D | -2.3% | -6.4% | +4.1% | +0.7% |
| 30D | -23.0% | +1.1% | -24.1% | -23.9% |
| 3M | -12.5% | +10.4% | -22.9% | -17.8% |
| 6M | -21.4% | -1.7% | -19.7% | -21.9% |
| YTD | -3.5% | +4.4% | -8.0% | -8.3% |
| 1Y | +17.4% | +8.4% | +8.9% | +8.0% |
| 3Y | +291.3% | +14.4% | +276.9% | +230.5% |
| All | +240.4% | +33.9% | +206.5% | +138.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling