+957.3%
TT vs OMC
+29.9%
+927.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.8% |
| 7D | +1.4% | -4.2% | +5.6% | +2.9% |
| 30D | -6.7% | -7.5% | +0.8% | -4.2% |
| 3M | -5.4% | +4.6% | -10.1% | -7.8% |
| 6M | +4.4% | -4.8% | +9.2% | +5.0% |
| YTD | +14.9% | -1.0% | +15.9% | +12.6% |
| 1Y | +9.3% | +3.8% | +5.4% | +4.0% |
| 3Y | +121.7% | +10.2% | +111.5% | +100.1% |
| 5Y | +148.2% | +29.7% | +118.4% | +103.8% |
| 10Y | +957.3% | +32.3% | +925.0% | +703.6% |
| All | +957.3% | +29.9% | +927.4% | +703.6% |
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