+12,919.2%
TSM vs OMC
+846.0%
+12,073.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -0.8% |
| 7D | +14.8% | -0.3% | +15.1% | +15.0% |
| 30D | -8.9% | +10.6% | -19.5% | -13.8% |
| 3M | -5.3% | +2.6% | -7.9% | -7.6% |
| 6M | +2.6% | +16.6% | -14.0% | -7.7% |
| YTD | +34.5% | +10.9% | +23.6% | +21.6% |
| 1Y | +41.0% | +22.1% | +18.9% | +20.7% |
| 3Y | +333.1% | +27.5% | +305.7% | +249.4% |
| 5Y | +270.1% | +50.6% | +219.5% | +165.3% |
| 10Y | +1,608.7% | +51.7% | +1,557.0% | +998.2% |
| All | +12,919.2% | +846.0% | +12,073.2% | +1,905.2% |
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