+10.6%
TMO vs OSCR
+96.8%
-86.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.1% |
| 7D | -0.6% | +1.6% | -2.3% | -0.8% |
| 30D | +1.1% | +10.7% | -9.5% | +0.4% |
| 3M | +28.3% | +13.4% | +15.0% | +26.9% |
| 6M | +23.3% | +144.6% | -121.3% | +15.0% |
| YTD | +5.5% | +128.0% | -122.6% | -1.3% |
| 1Y | +24.5% | +68.7% | -44.1% | +18.2% |
| 3Y | +19.6% | +398.8% | -379.2% | +0.2% |
| All | +10.6% | +96.8% | -86.2% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling