+398.8%
OSCR vs TCOM
+8.0%
+390.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | +1.6% | -4.9% | +6.5% | +2.4% |
| 30D | +10.7% | -14.4% | +25.1% | +13.4% |
| 3M | +13.4% | -17.7% | +31.0% | +16.5% |
| 6M | +144.6% | -25.1% | +169.7% | +155.4% |
| YTD | +128.0% | -45.7% | +173.8% | +150.1% |
| 1Y | +68.7% | -47.9% | +116.5% | +85.9% |
| 3Y | +398.8% | +8.9% | +389.8% | +396.3% |
| All | +398.8% | +8.0% | +390.8% | +396.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling