+383.4%
OSCR vs TYL
-12.9%
+396.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.5% | -2.3% | -3.4% |
| 7D | +4.7% | -8.6% | +13.3% | +7.3% |
| 30D | +14.8% | +7.5% | +7.2% | +12.1% |
| 3M | +16.7% | +10.9% | +5.8% | +12.5% |
| 6M | +127.5% | -6.7% | +134.2% | +130.0% |
| YTD | +121.0% | -24.5% | +145.5% | +141.3% |
| 1Y | +58.4% | -38.6% | +97.0% | +90.6% |
| All | +383.4% | -12.9% | +396.4% | +311.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling