-33.0%
TSLL vs OMC
+24.0%
-56.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.3% | -5.0% | -3.8% |
| 7D | +17.8% | +1.9% | +16.0% | +17.7% |
| 30D | +8.2% | +12.2% | -4.0% | +7.4% |
| 3M | +20.9% | +0.6% | +20.3% | +21.4% |
| 6M | -37.5% | +21.0% | -58.5% | -37.7% |
| YTD | -44.5% | +12.4% | -56.9% | -46.1% |
| 1Y | -33.0% | +25.4% | -58.4% | -31.8% |
| All | -33.0% | +24.0% | -56.9% | -31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling