+5.6%
TGT vs OSCR
-9.0%
+14.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -5.2% | +1.6% | -6.8% | -5.4% |
| 30D | +1.2% | +10.7% | -9.5% | +0.3% |
| 3M | +18.4% | +13.4% | +5.0% | +16.8% |
| 6M | +33.4% | +144.6% | -111.1% | +23.0% |
| YTD | +63.8% | +128.0% | -64.2% | +51.4% |
| 1Y | +77.2% | +68.7% | +8.5% | +66.8% |
| 3Y | +41.8% | +398.8% | -357.0% | +16.1% |
| 5Y | -25.5% | +87.3% | -112.8% | -42.2% |
| All | +5.6% | -9.0% | +14.6% | -17.1% |
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 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