+395.9%
OSCR vs TXT
+4.6%
+391.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.4% | +2.9% |
| 7D | +1.1% | -0.2% | +1.3% | +1.1% |
| 30D | +16.5% | -10.2% | +26.7% | +20.9% |
| 3M | +17.0% | -13.3% | +30.2% | +21.9% |
| 6M | +145.0% | -14.4% | +159.3% | +155.4% |
| YTD | +126.7% | -9.1% | +135.8% | +130.3% |
| 1Y | +67.2% | -2.2% | +69.4% | +65.7% |
| All | +395.9% | +4.6% | +391.3% | +355.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling