+94.8%
OSCR vs TSLQ
-0.4%
+95.2%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +21.8% | -27.5% | -3.0% |
| 7D | +7.8% | +32.9% | -25.1% | +12.0% |
| 30D | +2.6% | +15.4% | -12.8% | +5.1% |
| 3M | +10.2% | -23.7% | +33.9% | +8.0% |
| 6M | +84.9% | -10.1% | +95.1% | +83.6% |
| YTD | +130.9% | +6.3% | +124.6% | +148.2% |
| 1Y | +94.8% | +4.6% | +90.3% | +110.9% |
| All | +94.8% | -0.4% | +95.2% | +110.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling