+75.5%
OSCR vs TLN
-17.2%
+92.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.7% | -0.4% |
| 7D | +5.8% | +7.1% | -1.2% | +5.0% |
| 30D | +7.1% | -3.9% | +11.0% | +7.5% |
| 3M | +36.7% | -16.2% | +52.8% | +38.5% |
| 6M | +114.3% | -5.8% | +120.1% | +108.9% |
| YTD | +124.4% | -15.4% | +139.9% | +124.8% |
| 1Y | +75.5% | -16.7% | +92.1% | +86.9% |
| All | +75.5% | -17.2% | +92.6% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling