+19.7%
TMO vs OSCR
+93.2%
-73.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.7% | +1.6% | -3.7% |
| 7D | -4.5% | +7.8% | -12.3% | -5.0% |
| 30D | +3.1% | +2.6% | +0.5% | +2.9% |
| 3M | +17.2% | +10.2% | +7.0% | +16.2% |
| 6M | +45.3% | +84.9% | -39.7% | +37.6% |
| YTD | +17.1% | +130.9% | -113.8% | +8.7% |
| 1Y | +19.7% | +94.8% | -75.2% | +11.0% |
| All | +19.7% | +93.2% | -73.6% | +11.0% |
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 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