+33.2%
OMC vs TAP
0.0%
+33.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | -0.5% |
| 7D | -5.8% | -2.3% | -3.4% | -5.1% |
| 30D | -4.8% | -9.4% | +4.6% | -1.9% |
| 3M | +9.2% | -0.8% | +10.0% | +9.4% |
| 6M | -2.5% | -14.7% | +12.3% | +2.1% |
| YTD | +2.6% | -13.9% | +16.5% | +6.1% |
| 1Y | +5.9% | -18.6% | +24.6% | +11.5% |
| 3Y | +14.2% | -32.0% | +46.2% | +26.6% |
| 5Y | +33.2% | -1.0% | +34.2% | +21.3% |
| All | +33.2% | 0.0% | +33.3% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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