+6,321.8%
OMC vs TAP
+803.5%
+5,518.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | -0.3% | -6.3% | +6.0% | +1.1% |
| 30D | +10.6% | +2.7% | +7.9% | +10.0% |
| 3M | +2.6% | -3.7% | +6.3% | +3.3% |
| 6M | +16.6% | -2.0% | +18.6% | +16.9% |
| YTD | +10.9% | -12.3% | +23.2% | +13.2% |
| 1Y | +22.1% | -10.1% | +32.1% | +24.0% |
| 3Y | +27.5% | -25.3% | +52.7% | +33.8% |
| 5Y | +50.6% | -1.9% | +52.6% | +48.3% |
| 10Y | +51.7% | -47.8% | +99.5% | +62.0% |
| All | +6,321.8% | +803.5% | +5,518.3% | +5,219.5% |
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