-5.8%
OSCR vs TKO
+289.3%
-295.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +1.6% | +2.3% | -0.7% | +0.8% |
| 30D | +10.7% | -2.5% | +13.1% | +11.6% |
| 3M | +13.4% | -10.6% | +23.9% | +17.5% |
| 6M | +144.6% | -5.1% | +149.6% | +148.1% |
| YTD | +128.0% | -8.2% | +136.3% | +132.9% |
| 1Y | +68.7% | -4.4% | +73.1% | +69.8% |
| 3Y | +398.8% | +100.4% | +298.4% | +299.4% |
| 5Y | +87.3% | +294.3% | -207.0% | +12.7% |
| All | -5.8% | +289.3% | -295.2% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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