+91.5%
OSCR vs TD
+125.7%
-34.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | -0.1% |
| 7D | +1.6% | -0.5% | +2.2% | +2.1% |
| 30D | +10.7% | -1.9% | +12.6% | +12.4% |
| 3M | +13.4% | +4.8% | +8.6% | +7.7% |
| 6M | +144.6% | +28.0% | +116.6% | +91.8% |
| YTD | +128.0% | +30.3% | +97.7% | +76.1% |
| 1Y | +68.7% | +59.8% | +8.9% | +7.5% |
| 3Y | +398.8% | +124.7% | +274.1% | +122.1% |
| All | +91.5% | +125.7% | -34.1% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling