+90.4%
OSCR vs TAP
-1.4%
+91.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +1.1% | -5.3% | +6.3% | +2.4% |
| 30D | +16.5% | -7.4% | +23.8% | +18.8% |
| 3M | +17.0% | -4.9% | +21.9% | +18.3% |
| 6M | +145.0% | -14.2% | +159.2% | +153.8% |
| YTD | +126.7% | -14.8% | +141.5% | +133.8% |
| 1Y | +67.2% | -18.1% | +85.3% | +74.0% |
| 3Y | +405.1% | -32.7% | +437.8% | +452.1% |
| All | +90.4% | -1.4% | +91.8% | +77.2% |
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