-6.4%
OSCR vs TRMB
-23.8%
+17.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +3.2% |
| 7D | +1.1% | -5.4% | +6.5% | +4.6% |
| 30D | +16.5% | -2.0% | +18.4% | +17.6% |
| 3M | +17.0% | +12.3% | +4.7% | +7.7% |
| 6M | +145.0% | -17.6% | +162.6% | +171.7% |
| YTD | +126.7% | -27.5% | +154.2% | +172.9% |
| 1Y | +67.2% | -29.1% | +96.3% | +104.2% |
| 3Y | +405.1% | +11.5% | +393.6% | +306.8% |
| 5Y | +86.2% | -39.5% | +125.6% | +133.2% |
| All | -6.4% | -23.8% | +17.4% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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