+383.4%
OSCR vs TMF
-42.1%
+425.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.7% | -2.1% | -3.4% |
| 7D | +4.7% | -0.9% | +5.6% | +4.9% |
| 30D | +14.8% | -1.0% | +15.8% | +15.0% |
| 3M | +16.7% | -11.3% | +28.0% | +19.3% |
| 6M | +127.5% | -22.7% | +150.2% | +139.1% |
| YTD | +121.0% | -17.3% | +138.4% | +128.9% |
| 1Y | +58.4% | -22.5% | +80.9% | +66.2% |
| All | +383.4% | -42.1% | +425.5% | +370.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling