+8,607.9%
TPR vs OMC
+346.6%
+8,261.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | 0.0% | +0.9% |
| 7D | +12.7% | +5.4% | +7.3% | +8.9% |
| 30D | +17.1% | +15.7% | +1.3% | +6.4% |
| 3M | -15.9% | +4.9% | -20.8% | -19.2% |
| 6M | +2.6% | +17.3% | -14.6% | -9.6% |
| YTD | +7.5% | +13.0% | -5.5% | -5.6% |
| 1Y | +32.9% | +24.1% | +8.8% | +8.9% |
| 3Y | +413.8% | +31.2% | +382.6% | +291.0% |
| 5Y | +263.9% | +53.4% | +210.5% | +145.9% |
| 10Y | +389.7% | +55.5% | +334.2% | +223.4% |
| All | +8,607.9% | +346.6% | +8,261.3% | +2,661.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling