+32.8%
TMUS vs OSCR
+398.9%
-366.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.1% |
| 7D | -5.8% | +1.1% | -6.8% | -5.8% |
| 30D | -0.2% | +16.5% | -16.7% | -0.2% |
| 3M | -4.0% | +17.0% | -21.0% | -4.0% |
| 6M | -18.1% | +145.0% | -163.1% | -18.0% |
| YTD | -11.3% | +126.7% | -138.1% | -11.2% |
| 1Y | -24.7% | +67.2% | -92.0% | -24.5% |
| All | +32.8% | +398.9% | -366.1% | +29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling