+25.8%
TMO vs OSCR
+75.7%
-49.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.4% | +5.8% | -7.2% | -1.8% |
| 30D | +6.2% | +7.1% | -0.9% | +5.5% |
| 3M | +27.5% | +36.7% | -9.2% | +23.8% |
| 6M | +20.0% | +114.3% | -94.3% | +11.5% |
| YTD | +6.1% | +124.4% | -118.3% | -1.7% |
| 1Y | +25.8% | +75.5% | -49.6% | +17.9% |
| All | +25.8% | +75.7% | -49.9% | +17.9% |
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