+10.7%
TTMI vs OMC
+24.5%
-13.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +5.2% | -15.3% | -7.8% |
| 7D | -19.2% | +12.5% | -31.7% | -14.6% |
| 30D | -44.9% | +16.3% | -61.2% | -41.0% |
| 3M | -44.7% | +8.1% | -52.8% | -42.0% |
| 6M | -53.4% | +17.2% | -70.6% | -50.2% |
| YTD | +6.3% | +11.8% | -5.4% | +10.9% |
| 1Y | +10.7% | +23.9% | -13.2% | +18.1% |
| All | +10.7% | +24.5% | -13.8% | +18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling