-7.3%
OSCR vs TYL
-21.2%
+13.9%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +2.2% |
| 7D | +5.8% | -3.7% | +9.5% | +7.9% |
| 30D | +7.1% | +18.7% | -11.6% | -2.6% |
| 3M | +36.7% | +18.1% | +18.5% | +23.0% |
| 6M | +114.3% | -1.1% | +115.4% | +111.6% |
| YTD | +124.4% | -19.8% | +144.2% | +147.2% |
| 1Y | +75.5% | -34.3% | +109.8% | +118.9% |
| 3Y | +390.1% | -8.2% | +398.3% | +353.6% |
| 5Y | +77.1% | -25.4% | +102.5% | +83.9% |
| All | -7.3% | -21.2% | +13.9% | -9.3% |
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