+6,444.6%
OMC vs TAP
+810.2%
+5,634.4%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +2.7% |
| 7D | +5.4% | -7.8% | +13.2% | +7.2% |
| 30D | +15.7% | +7.1% | +8.6% | +14.0% |
| 3M | +4.9% | -7.0% | +11.9% | +6.4% |
| 6M | +17.3% | -3.8% | +21.1% | +18.0% |
| YTD | +13.0% | -11.7% | +24.7% | +15.2% |
| 1Y | +24.1% | -10.1% | +34.2% | +26.0% |
| 3Y | +31.2% | -23.7% | +54.9% | +37.1% |
| 5Y | +53.4% | +2.9% | +50.5% | +49.6% |
| 10Y | +55.5% | -49.5% | +105.0% | +66.9% |
| All | +6,444.6% | +810.2% | +5,634.4% | +5,312.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling