+86.2%
OSCR vs TMF
-88.5%
+174.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.4% | +6.0% | +3.1% |
| 7D | +1.1% | -4.8% | +5.8% | +1.8% |
| 30D | +16.5% | -4.9% | +21.4% | +17.3% |
| 3M | +17.0% | -13.4% | +30.4% | +19.5% |
| 6M | +145.0% | -23.0% | +168.0% | +154.5% |
| YTD | +126.7% | -20.2% | +146.9% | +134.1% |
| 1Y | +67.2% | -26.5% | +93.7% | +74.8% |
| 3Y | +405.1% | -45.2% | +450.3% | +435.5% |
| 5Y | +86.2% | -88.4% | +174.6% | +109.1% |
| All | +86.2% | -88.5% | +174.7% | +109.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling