+21.3%
TFC vs OSCR
+104.5%
-83.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.6% | -5.6% | +2.6% |
| 7D | +5.1% | +15.5% | -10.4% | +4.4% |
| 30D | +9.8% | +8.5% | +1.3% | +9.3% |
| 3M | -2.4% | +15.8% | -18.3% | -3.2% |
| 6M | +4.9% | +89.5% | -84.6% | +1.4% |
| YTD | +6.6% | +144.9% | -138.3% | +1.3% |
| 1Y | +21.3% | +105.1% | -83.8% | +15.1% |
| All | +21.3% | +104.5% | -83.2% | +15.1% |
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