-5.8%
OSCR vs TDY
+60.9%
-66.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | -0.2% |
| 7D | +1.6% | -1.1% | +2.7% | +2.4% |
| 30D | +10.7% | -12.0% | +22.7% | +19.9% |
| 3M | +13.4% | -3.2% | +16.5% | +14.6% |
| 6M | +144.6% | -7.9% | +152.4% | +155.2% |
| YTD | +128.0% | +18.2% | +109.8% | +98.3% |
| 1Y | +68.7% | +6.7% | +62.0% | +58.2% |
| 3Y | +398.8% | +47.5% | +351.2% | +252.9% |
| 5Y | +87.3% | +39.5% | +47.8% | +38.0% |
| All | -5.8% | +60.9% | -66.7% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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