+61.4%
TMUS vs OSCR
-9.0%
+70.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.9% |
| 7D | +0.4% | +1.6% | -1.2% | +0.4% |
| 30D | +3.5% | +10.7% | -7.1% | +3.2% |
| 3M | -1.3% | +13.4% | -14.7% | -1.8% |
| 6M | -13.6% | +144.6% | -158.2% | -16.1% |
| YTD | -8.8% | +128.0% | -136.8% | -11.2% |
| 1Y | -22.9% | +68.7% | -91.5% | -24.4% |
| 3Y | +36.7% | +398.8% | -362.1% | +24.2% |
| 5Y | +46.6% | +87.3% | -40.7% | +33.2% |
| All | +61.4% | -9.0% | +70.3% | +51.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling