+330.9%
OSCR vs TLN
+589.3%
-258.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.9% | -1.9% | -3.6% |
| 7D | +4.7% | +5.8% | -1.1% | +4.2% |
| 30D | +14.8% | -6.9% | +21.6% | +15.5% |
| 3M | +16.7% | -10.9% | +27.6% | +17.3% |
| 6M | +127.5% | -4.6% | +132.1% | +125.4% |
| YTD | +121.0% | -14.7% | +135.7% | +121.7% |
| 1Y | +58.4% | -17.9% | +76.3% | +59.6% |
| 3Y | +392.4% | +483.9% | -91.5% | +417.7% |
| All | +330.9% | +589.3% | -258.4% | +364.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling