+459.4%
TTMI vs OMC
+291.7%
+167.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.8% | +4.8% | +4.0% |
| 7D | +12.2% | -5.8% | +17.9% | +15.6% |
| 30D | -5.7% | -4.8% | -0.9% | -3.7% |
| 3M | -27.5% | +9.2% | -36.7% | -33.5% |
| 6M | +47.1% | -2.5% | +49.6% | +43.0% |
| YTD | +87.5% | +2.6% | +84.9% | +73.6% |
| 1Y | +175.2% | +5.9% | +169.3% | +145.1% |
| 3Y | +901.9% | +14.2% | +887.7% | +725.5% |
| 5Y | +843.5% | +33.2% | +810.2% | +581.5% |
| 10Y | +1,077.0% | +33.4% | +1,043.6% | +676.8% |
| All | +459.4% | +291.7% | +167.7% | +66.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling