+443.1%
TTMI vs OMC
+298.9%
+144.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.5% | +11.3% | +10.3% |
| 7D | +5.9% | -6.4% | +12.3% | +9.6% |
| 30D | -4.3% | +1.1% | -5.4% | -5.5% |
| 3M | -32.0% | +10.4% | -42.5% | -38.0% |
| 6M | +19.5% | -1.7% | +21.2% | +15.7% |
| YTD | +82.0% | +4.4% | +77.6% | +66.9% |
| 1Y | +172.6% | +8.4% | +164.2% | +139.7% |
| 3Y | +744.7% | +14.4% | +730.3% | +596.7% |
| 5Y | +805.6% | +33.9% | +771.7% | +553.4% |
| 10Y | +1,057.6% | +34.9% | +1,022.8% | +660.2% |
| All | +443.1% | +298.9% | +144.3% | +60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling