-5.1%
OSCR vs TAP
+1.8%
-6.9%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.1% | +6.5% | +3.2% |
| 7D | +10.7% | -2.3% | +13.0% | +11.2% |
| 30D | +18.3% | -9.4% | +27.7% | +20.8% |
| 3M | +20.5% | -0.8% | +21.3% | +20.5% |
| 6M | +138.5% | -14.7% | +153.3% | +145.9% |
| YTD | +129.7% | -13.9% | +143.7% | +135.1% |
| 1Y | +62.8% | -18.6% | +81.4% | +68.5% |
| 3Y | +411.8% | -32.0% | +443.8% | +448.5% |
| 5Y | +99.9% | -1.0% | +100.9% | +96.2% |
| All | -5.1% | +1.8% | -6.9% | -3.0% |
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