-5.8%
OSCR vs TXT
+58.6%
-64.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | -0.8% |
| 7D | +1.6% | +2.5% | -0.9% | +0.1% |
| 30D | +10.7% | -8.9% | +19.5% | +16.8% |
| 3M | +13.4% | -13.6% | +26.9% | +22.1% |
| 6M | +144.6% | -13.1% | +157.6% | +161.1% |
| YTD | +128.0% | -7.0% | +135.1% | +131.6% |
| 1Y | +68.7% | -1.4% | +70.1% | +65.5% |
| 3Y | +398.8% | +7.0% | +391.8% | +333.7% |
| 5Y | +87.3% | +15.4% | +71.9% | +53.6% |
| All | -5.8% | +58.6% | -64.4% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling