+5,947.5%
OMC vs TAP
+825.0%
+5,122.5%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | -6.4% | -2.3% | -4.1% | -6.0% |
| 30D | +1.1% | -2.1% | +3.3% | +1.5% |
| 3M | +10.4% | +6.6% | +3.8% | +8.9% |
| 6M | -1.7% | -11.5% | +9.8% | +0.6% |
| YTD | +4.4% | -10.3% | +14.7% | +6.2% |
| 1Y | +8.4% | -14.4% | +22.8% | +11.2% |
| 3Y | +14.4% | -28.3% | +42.7% | +21.0% |
| 5Y | +33.9% | +1.7% | +32.2% | +30.9% |
| 10Y | +34.9% | -49.2% | +84.1% | +44.5% |
| All | +5,947.5% | +825.0% | +5,122.5% | +4,887.9% |
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