+105.1%
OSCR vs TW
+20.8%
+84.3%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.0% | +7.6% | +8.5% |
| 7D | +15.5% | +6.0% | +9.5% | +14.9% |
| 30D | +8.5% | +18.6% | -10.0% | +7.0% |
| 3M | +15.8% | +26.5% | -10.7% | +13.6% |
| 6M | +89.5% | +13.1% | +76.4% | +89.6% |
| YTD | +144.9% | +18.5% | +126.3% | +152.0% |
| 1Y | +105.1% | +21.7% | +83.4% | +109.2% |
| All | +105.1% | +20.8% | +84.3% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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