+94.0%
TFC vs OSCR
+401.8%
-307.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.4% | +0.1% |
| 7D | -2.4% | +1.6% | -4.0% | -2.5% |
| 30D | -3.4% | +10.7% | -14.0% | -3.9% |
| 3M | +0.4% | +13.4% | -12.9% | -0.4% |
| 6M | +12.7% | +144.6% | -131.9% | +6.6% |
| YTD | +5.6% | +128.0% | -122.5% | +0.1% |
| 1Y | +16.0% | +68.7% | -52.6% | +11.2% |
| 3Y | +94.0% | +398.8% | -304.8% | +49.2% |
| All | +94.0% | +401.8% | -307.9% | +49.2% |
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