+105.1%
OSCR vs TCOM
-39.6%
+144.7%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.2% | +5.4% | +8.0% |
| 7D | +15.5% | +10.7% | +4.8% | +13.7% |
| 30D | +8.5% | +10.1% | -1.5% | +6.9% |
| 3M | +15.8% | -8.9% | +24.7% | +17.4% |
| 6M | +89.5% | -19.2% | +108.7% | +95.6% |
| YTD | +144.9% | -40.6% | +185.5% | +166.3% |
| 1Y | +105.1% | -39.0% | +144.1% | +129.4% |
| All | +105.1% | -39.6% | +144.7% | +129.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling