-29.6%
TLT vs OSCR
-11.8%
-17.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | -0.5% |
| 7D | -0.3% | +4.7% | -5.0% | -0.4% |
| 30D | 0.0% | +14.8% | -14.8% | -0.3% |
| 3M | -2.9% | +16.7% | -19.5% | -3.2% |
| 6M | -6.3% | +127.5% | -133.8% | -7.8% |
| YTD | -3.3% | +121.0% | -124.4% | -5.0% |
| 1Y | -4.2% | +58.4% | -62.6% | -5.4% |
| 3Y | -1.7% | +392.4% | -394.1% | -5.9% |
| 5Y | -34.9% | +80.5% | -115.3% | -37.4% |
| All | -29.6% | -11.8% | -17.8% | -31.0% |
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