+398.8%
OSCR vs TD
+127.3%
+271.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.1% |
| 7D | +1.6% | -0.5% | +2.2% | +2.0% |
| 30D | +10.7% | -1.9% | +12.6% | +12.1% |
| 3M | +13.4% | +4.8% | +8.6% | +9.1% |
| 6M | +144.6% | +28.0% | +116.6% | +103.0% |
| YTD | +128.0% | +30.3% | +97.7% | +87.4% |
| 1Y | +68.7% | +59.8% | +8.9% | +21.5% |
| 3Y | +398.8% | +124.7% | +274.1% | +180.5% |
| All | +398.8% | +127.3% | +271.4% | +180.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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