+1,084.3%
TTMI vs OMC
+35.0%
+1,049.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -2.1% |
| 7D | +6.0% | -6.2% | +12.3% | +8.5% |
| 30D | -6.4% | -7.6% | +1.1% | -4.1% |
| 3M | -28.9% | +7.4% | -36.3% | -32.6% |
| 6M | +26.9% | +0.1% | +26.7% | +23.3% |
| YTD | +77.3% | +0.4% | +76.9% | +70.1% |
| 1Y | +147.5% | +7.8% | +139.7% | +126.8% |
| 3Y | +847.6% | +11.8% | +835.8% | +733.3% |
| 5Y | +802.2% | +32.5% | +769.8% | +613.7% |
| All | +1,084.3% | +35.0% | +1,049.3% | +802.0% |
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