-5.8%
OSCR vs TMF
-86.1%
+80.3%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.6% |
| 7D | +1.6% | -5.1% | +6.7% | +2.4% |
| 30D | +10.7% | -4.6% | +15.3% | +11.4% |
| 3M | +13.4% | -16.6% | +29.9% | +16.5% |
| 6M | +144.6% | -19.9% | +164.4% | +152.7% |
| YTD | +128.0% | -20.2% | +148.2% | +135.6% |
| 1Y | +68.7% | -27.7% | +96.4% | +76.9% |
| 3Y | +398.8% | -43.9% | +442.7% | +428.4% |
| 5Y | +87.3% | -88.4% | +175.7% | +123.5% |
| All | -5.8% | -86.1% | +80.3% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling