+91.5%
OSCR vs TW
+19.5%
+72.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.1% |
| 7D | +1.6% | -4.5% | +6.1% | +3.8% |
| 30D | +10.7% | -2.3% | +12.9% | +11.7% |
| 3M | +13.4% | +2.6% | +10.8% | +10.2% |
| 6M | +144.6% | -17.5% | +162.1% | +166.8% |
| YTD | +128.0% | -5.3% | +133.4% | +128.2% |
| 1Y | +68.7% | -14.8% | +83.4% | +78.9% |
| 3Y | +398.8% | +18.8% | +379.9% | +299.6% |
| All | +91.5% | +19.5% | +72.0% | +51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling