+144.6%
OSCR vs TXG
+237.2%
-92.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | +0.4% |
| 7D | +1.6% | +9.5% | -7.9% | +1.1% |
| 30D | +10.7% | +18.8% | -8.1% | +9.5% |
| 3M | +13.4% | +136.1% | -122.8% | +11.3% |
| 6M | +144.6% | +235.2% | -90.7% | +123.2% |
| All | +144.6% | +237.2% | -92.7% | +123.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling