+1,831.4%
TSM vs OMC
+34.5%
+1,796.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +2.9% |
| 7D | +6.0% | -5.8% | +11.8% | +7.7% |
| 30D | +4.5% | -4.8% | +9.3% | +5.7% |
| 3M | +3.1% | +9.2% | -6.1% | -0.6% |
| 6M | +30.2% | -2.5% | +32.7% | +29.7% |
| YTD | +45.2% | +2.6% | +42.6% | +41.3% |
| 1Y | +79.6% | +5.9% | +73.6% | +71.6% |
| 3Y | +411.0% | +14.2% | +396.8% | +367.7% |
| 5Y | +290.7% | +33.2% | +257.5% | +234.8% |
| All | +1,831.4% | +34.5% | +1,796.9% | +1,471.1% |
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