+68.7%
OSCR vs TXT
0.0%
+68.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | -0.3% |
| 7D | +1.6% | +2.5% | -0.9% | +0.6% |
| 30D | +10.7% | -8.9% | +19.5% | +14.8% |
| 3M | +13.4% | -13.6% | +26.9% | +19.1% |
| 6M | +144.6% | -13.1% | +157.6% | +153.4% |
| YTD | +128.0% | -7.0% | +135.1% | +113.2% |
| 1Y | +68.7% | -1.4% | +70.1% | +46.3% |
| All | +68.7% | 0.0% | +68.6% | +46.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling