+68.7%
OSCR vs TLN
-23.3%
+92.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +1.6% | -1.3% | +3.0% | +1.8% |
| 30D | +10.7% | -14.3% | +25.0% | +12.5% |
| 3M | +13.4% | -9.3% | +22.6% | +13.3% |
| 6M | +144.6% | -1.1% | +145.7% | +134.4% |
| YTD | +128.0% | -16.6% | +144.6% | +128.7% |
| 1Y | +68.7% | -22.0% | +90.7% | +81.7% |
| All | +68.7% | -23.3% | +92.0% | +81.7% |
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