-10.5%
TEM vs OSCR
+104.5%
-115.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +8.6% | -11.4% | -5.0% |
| 7D | -1.3% | +15.5% | -16.8% | -5.0% |
| 30D | -9.5% | +8.5% | -18.0% | -11.7% |
| 3M | +60.7% | +15.8% | +44.9% | +52.7% |
| 6M | +35.5% | +89.5% | -54.0% | +11.0% |
| YTD | +28.0% | +144.9% | -116.8% | -3.9% |
| 1Y | -10.5% | +105.1% | -115.6% | -30.6% |
| All | -10.5% | +104.5% | -115.0% | -30.6% |
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 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