+72.6%
TEL vs OSCR
+401.8%
-329.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.5% |
| 7D | +1.6% | +1.6% | 0.0% | +1.5% |
| 30D | -0.7% | +10.7% | -11.3% | -1.3% |
| 3M | +2.4% | +13.4% | -10.9% | +1.5% |
| 6M | +4.1% | +144.6% | -140.4% | -2.3% |
| YTD | -5.8% | +128.0% | -133.9% | -11.4% |
| 1Y | +0.9% | +68.7% | -67.8% | -4.1% |
| 3Y | +72.6% | +398.8% | -326.2% | +53.6% |
| All | +72.6% | +401.8% | -329.2% | +53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling