+592.8%
OSCR vs TSLQ
-97.2%
+690.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.5% |
| 7D | +1.6% | -6.6% | +8.2% | +0.8% |
| 30D | +10.7% | -24.3% | +35.0% | +7.7% |
| 3M | +13.4% | -3.6% | +17.0% | +14.9% |
| 6M | +144.6% | -12.0% | +156.5% | +147.9% |
| YTD | +128.0% | +1.4% | +126.7% | +137.4% |
| 1Y | +68.7% | -43.6% | +112.2% | +66.4% |
| 3Y | +398.8% | -95.4% | +494.2% | +314.8% |
| All | +592.8% | -97.2% | +690.0% | +549.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling