-55.4%
TE vs OSCR
-9.5%
-45.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.6% | -9.3% | -7.2% |
| 7D | +0.9% | +1.1% | -0.2% | +0.7% |
| 30D | -16.3% | +16.5% | -32.8% | -18.6% |
| 3M | -40.8% | +17.0% | -57.7% | -42.9% |
| 6M | -42.6% | +145.0% | -187.6% | -52.7% |
| YTD | -31.4% | +126.7% | -158.2% | -43.0% |
| 1Y | +144.9% | +67.2% | +77.7% | +112.7% |
| 3Y | -26.0% | +405.1% | -431.1% | -56.0% |
| 5Y | -48.5% | +86.2% | -134.7% | -69.8% |
| All | -55.4% | -9.5% | -45.9% | -75.8% |
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