-6.4%
OSCR vs TYL
-27.4%
+21.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +3.7% |
| 7D | +1.1% | -11.5% | +12.6% | +7.6% |
| 30D | +16.5% | +3.9% | +12.6% | +13.5% |
| 3M | +17.0% | +10.8% | +6.2% | +8.9% |
| 6M | +145.0% | -5.3% | +150.3% | +146.7% |
| YTD | +126.7% | -26.1% | +152.8% | +160.3% |
| 1Y | +67.2% | -38.5% | +105.8% | +115.0% |
| 3Y | +405.1% | -14.5% | +419.6% | +382.8% |
| 5Y | +86.2% | -28.9% | +115.0% | +98.4% |
| All | -6.4% | -27.4% | +21.0% | -4.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling