-55.1%
TE vs OSCR
-9.0%
-46.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | +0.2% | +1.6% | -1.4% | -0.1% |
| 30D | -5.9% | +10.7% | -16.6% | -7.6% |
| 3M | -45.6% | +13.4% | -58.9% | -47.3% |
| 6M | -43.4% | +144.6% | -187.9% | -53.3% |
| YTD | -31.0% | +128.0% | -159.0% | -42.7% |
| 1Y | +145.2% | +68.7% | +76.6% | +112.7% |
| 3Y | -24.1% | +398.8% | -422.8% | -54.7% |
| 5Y | -48.1% | +87.3% | -135.4% | -69.6% |
| All | -55.1% | -9.0% | -46.1% | -75.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling