+105.1%
OSCR vs TYL
-10.1%
+115.1%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.7% | +3.9% | +8.1% |
| 7D | +15.5% | +17.3% | -1.8% | +13.7% |
| 30D | +8.5% | +28.9% | -20.4% | +6.1% |
| 3M | +15.8% | +35.1% | -19.2% | +12.9% |
| 6M | +89.5% | +29.3% | +60.2% | +83.6% |
| YTD | +144.9% | -6.8% | +151.7% | +101.4% |
| 1Y | +105.1% | -9.9% | +115.0% | +60.6% |
| All | +105.1% | -10.1% | +115.1% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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