+36.0%
TSM vs OMC
+24.5%
+11.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.2% | -7.5% | -1.4% |
| 7D | -10.0% | +12.5% | -22.5% | -8.3% |
| 30D | -18.5% | +16.3% | -34.8% | -16.7% |
| 3M | -4.9% | +8.1% | -12.9% | -3.4% |
| 6M | -1.0% | +17.2% | -18.1% | +1.3% |
| YTD | +31.3% | +11.8% | +19.5% | +34.2% |
| 1Y | +36.0% | +23.9% | +12.1% | +39.4% |
| All | +36.0% | +24.5% | +11.5% | +39.4% |
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