+146.0%
TT vs OMC
+33.9%
+112.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.5% |
| 7D | 0.0% | -6.4% | +6.4% | +1.8% |
| 30D | -7.2% | +1.1% | -8.3% | -7.6% |
| 3M | -3.0% | +10.4% | -13.4% | -6.2% |
| 6M | +1.4% | -1.7% | +3.1% | +1.2% |
| YTD | +15.9% | +4.4% | +11.5% | +12.8% |
| 1Y | +9.4% | +8.4% | +1.0% | +4.3% |
| 3Y | +124.4% | +14.4% | +110.0% | +101.9% |
| All | +146.0% | +33.9% | +112.1% | +99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling