-22.9%
TMUS vs OSCR
+64.1%
-87.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +3.5% |
| 3M | -1.3% | +13.4% | -14.7% | -1.4% |
| 6M | -13.6% | +144.6% | -158.2% | -12.5% |
| YTD | -8.8% | +128.0% | -136.8% | -7.4% |
| 1Y | -22.9% | +68.7% | -91.5% | -21.2% |
| All | -22.9% | +64.1% | -87.0% | -21.2% |
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 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