+345.9%
OSCR vs TPG
+74.1%
+271.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | -0.2% |
| 7D | +1.6% | -9.4% | +11.0% | +6.6% |
| 30D | +10.7% | -5.3% | +15.9% | +13.2% |
| 3M | +13.4% | +12.9% | +0.4% | +4.9% |
| 6M | +144.6% | +20.1% | +124.5% | +116.9% |
| YTD | +128.0% | -22.5% | +150.5% | +153.9% |
| 1Y | +68.7% | -19.7% | +88.3% | +82.7% |
| 3Y | +398.8% | +81.2% | +317.6% | +189.2% |
| All | +345.9% | +74.1% | +271.7% | +136.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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