+91.5%
OSCR vs TXG
-62.8%
+154.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | -0.5% |
| 7D | +1.6% | +9.5% | -7.9% | -1.5% |
| 30D | +10.7% | +18.8% | -8.1% | +3.9% |
| 3M | +13.4% | +136.1% | -122.8% | -17.3% |
| 6M | +144.6% | +235.2% | -90.7% | +52.8% |
| YTD | +128.0% | +320.5% | -192.5% | +30.0% |
| 1Y | +68.7% | +425.2% | -356.5% | -14.0% |
| 3Y | +398.8% | +42.9% | +355.9% | +289.5% |
| All | +91.5% | -62.8% | +154.3% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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