-5.8%
OSCR vs TCOM
-1.8%
-4.1%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | +1.6% | -4.9% | +6.5% | +2.9% |
| 30D | +10.7% | -14.4% | +25.1% | +15.1% |
| 3M | +13.4% | -17.7% | +31.0% | +18.5% |
| 6M | +144.6% | -25.1% | +169.7% | +162.2% |
| YTD | +128.0% | -45.7% | +173.8% | +164.2% |
| 1Y | +68.7% | -47.9% | +116.5% | +96.8% |
| 3Y | +398.8% | +8.9% | +389.8% | +346.4% |
| 5Y | +87.3% | +26.9% | +60.4% | +37.6% |
| All | -5.8% | -1.8% | -4.1% | -23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling