+127.9%
TT vs OMC
+49.2%
+78.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.6% |
| 7D | -2.0% | +6.3% | -8.3% | -3.6% |
| 30D | -14.0% | +15.4% | -29.4% | -17.4% |
| 3M | -15.9% | +5.8% | -21.6% | -17.4% |
| 6M | -17.3% | +14.7% | -32.0% | -21.2% |
| YTD | +4.0% | +10.3% | -6.3% | -0.5% |
| 1Y | -7.1% | +23.2% | -30.4% | -15.0% |
| 3Y | +90.2% | +24.6% | +65.6% | +65.6% |
| All | +127.9% | +49.2% | +78.7% | +81.7% |
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