-6.4%
TSLL vs OMC
+29.7%
-36.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.3% | -5.0% | -4.4% |
| 7D | +17.8% | +1.9% | +16.0% | +16.7% |
| 30D | +8.2% | +12.2% | -4.0% | +0.6% |
| 3M | +20.9% | +0.6% | +20.3% | +19.7% |
| 6M | -37.5% | +21.0% | -58.5% | -45.4% |
| YTD | -44.5% | +12.4% | -56.9% | -49.7% |
| 1Y | -33.0% | +25.4% | -58.4% | -46.0% |
| 3Y | -6.4% | +29.2% | -35.6% | -30.5% |
| All | -6.4% | +29.7% | -36.0% | -30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling