+145.2%
TE vs OSCR
+64.1%
+81.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -6.5% |
| 3M | -45.6% | +13.4% | -58.9% | -46.0% |
| 6M | -43.4% | +144.6% | -187.9% | -51.4% |
| YTD | -31.0% | +128.0% | -159.0% | -40.4% |
| 1Y | +145.2% | +68.7% | +76.6% | +128.1% |
| All | +145.2% | +64.1% | +81.1% | +128.1% |
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