+13,634.3%
TSM vs OMC
+790.9%
+12,843.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.5% | +5.3% | +4.1% |
| 7D | +2.7% | -6.4% | +9.1% | +5.9% |
| 30D | +3.6% | +1.1% | +2.5% | +2.6% |
| 3M | -3.4% | +10.4% | -13.8% | -9.7% |
| 6M | +20.6% | -1.7% | +22.3% | +18.9% |
| YTD | +41.9% | +4.4% | +37.4% | +33.3% |
| 1Y | +84.4% | +8.4% | +75.9% | +67.7% |
| 3Y | +380.2% | +14.4% | +365.8% | +312.6% |
| 5Y | +275.3% | +33.9% | +241.5% | +187.7% |
| 10Y | +1,751.4% | +34.9% | +1,716.5% | +1,179.2% |
| All | +13,634.3% | +790.9% | +12,843.5% | +2,097.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling