+148.6%
TE vs OSCR
+75.7%
+72.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -4.0% | +5.8% | -9.8% | -4.3% |
| 30D | -15.9% | +7.1% | -23.0% | -16.4% |
| 3M | -60.5% | +36.7% | -97.2% | -61.8% |
| 6M | -35.2% | +114.3% | -149.5% | -43.3% |
| YTD | -31.1% | +124.4% | -155.6% | -41.1% |
| 1Y | +148.6% | +75.5% | +73.2% | +102.4% |
| All | +148.6% | +75.7% | +72.9% | +102.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling