+132.5%
TDG vs OSCR
-9.0%
+141.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | -1.9% | +1.6% | -3.5% | -2.0% |
| 30D | -7.7% | +10.7% | -18.4% | -8.5% |
| 3M | -9.3% | +13.4% | -22.7% | -10.5% |
| 6M | -9.4% | +144.6% | -153.9% | -16.3% |
| YTD | -14.3% | +128.0% | -142.3% | -20.5% |
| 1Y | -11.8% | +68.7% | -80.5% | -17.0% |
| 3Y | +52.0% | +398.8% | -346.8% | +22.9% |
| 5Y | +128.8% | +87.3% | +41.6% | +87.9% |
| All | +132.5% | -9.0% | +141.5% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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