+398.8%
OSCR vs TLN
+471.2%
-72.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +1.6% | -1.3% | +3.0% | +1.7% |
| 30D | +10.7% | -14.3% | +25.0% | +12.2% |
| 3M | +13.4% | -9.3% | +22.6% | +13.7% |
| 6M | +144.6% | -1.1% | +145.7% | +140.9% |
| YTD | +128.0% | -16.6% | +144.6% | +129.2% |
| 1Y | +68.7% | -22.0% | +90.7% | +70.8% |
| 3Y | +398.8% | +470.2% | -71.4% | +340.0% |
| All | +398.8% | +471.2% | -72.4% | +340.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling