-48.9%
TSLL vs OMC
+46.8%
-95.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.7% | +5.8% |
| 7D | +0.5% | +1.6% | -1.1% | -0.3% |
| 30D | +2.7% | +15.3% | -12.7% | -7.3% |
| 3M | +26.3% | +4.5% | +21.8% | +21.7% |
| 6M | -37.2% | +20.8% | -57.9% | -46.2% |
| YTD | -44.2% | +13.5% | -57.7% | -50.9% |
| 1Y | -44.0% | +25.2% | -69.2% | -55.6% |
| 3Y | 0.0% | +30.5% | -30.4% | -28.0% |
| All | -48.9% | +46.8% | -95.7% | -70.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling