+10.8%
TFC vs OSCR
-11.8%
+22.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.0% | -0.5% |
| 7D | -1.3% | +4.7% | -6.0% | -1.7% |
| 30D | -2.3% | +14.8% | -17.1% | -3.4% |
| 3M | +2.5% | +16.7% | -14.2% | +0.9% |
| 6M | +9.5% | +127.5% | -118.0% | +1.7% |
| YTD | +5.1% | +121.0% | -116.0% | -2.4% |
| 1Y | +15.5% | +58.4% | -42.9% | +9.3% |
| 3Y | +95.2% | +392.4% | -297.2% | +57.1% |
| 5Y | +14.5% | +80.5% | -66.0% | -11.3% |
| All | +10.8% | -11.8% | +22.6% | -14.5% |
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