+6,411.5%
TRV vs OMC
+5,896.1%
+515.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.4% |
| 7D | +0.5% | -5.8% | +6.2% | +2.5% |
| 30D | -4.9% | -4.8% | 0.0% | -3.3% |
| 3M | +23.7% | +9.2% | +14.5% | +19.2% |
| 6M | +20.3% | -2.5% | +22.8% | +20.4% |
| YTD | +27.1% | +2.6% | +24.5% | +23.4% |
| 1Y | +35.3% | +5.9% | +29.4% | +29.2% |
| 3Y | +139.8% | +14.2% | +125.6% | +117.7% |
| 5Y | +153.9% | +33.2% | +120.6% | +111.4% |
| 10Y | +285.9% | +33.4% | +252.4% | +209.9% |
| All | +6,411.5% | +5,896.1% | +515.3% | +1,990.8% |
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