-10.8%
OSCR vs TYL
-8.2%
-2.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | +1.3% | +0.8% | +0.5% | +0.8% |
| 30D | -9.5% | +21.1% | -30.6% | -18.3% |
| 3M | +0.9% | +28.9% | -28.0% | -12.5% |
| 6M | +31.5% | +42.0% | -10.6% | +7.2% |
| YTD | +116.1% | -6.6% | +122.7% | +118.7% |
| 1Y | +122.6% | -9.1% | +131.7% | +127.5% |
| 3Y | +356.6% | +1.8% | +354.8% | +303.5% |
| 5Y | +154.9% | -22.9% | +177.9% | +156.5% |
| All | -10.8% | -8.2% | -2.6% | -19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling