-6.4%
OSCR vs TXT
+55.0%
-61.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.4% | +3.1% |
| 7D | +1.1% | -0.2% | +1.3% | +1.2% |
| 30D | +16.5% | -10.2% | +26.7% | +24.1% |
| 3M | +17.0% | -13.3% | +30.2% | +25.6% |
| 6M | +145.0% | -14.4% | +159.3% | +163.7% |
| YTD | +126.7% | -9.1% | +135.8% | +133.4% |
| 1Y | +67.2% | -2.2% | +69.4% | +64.8% |
| 3Y | +405.1% | +5.1% | +400.1% | +343.4% |
| 5Y | +86.2% | +12.8% | +73.4% | +54.8% |
| All | -6.4% | +55.0% | -61.4% | -28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling