+42.4%
TMUS vs OSCR
+89.4%
-47.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.2% |
| 7D | -5.8% | +1.1% | -6.8% | -5.8% |
| 30D | -0.2% | +16.5% | -16.7% | -0.7% |
| 3M | -4.0% | +17.0% | -21.0% | -4.5% |
| 6M | -18.1% | +145.0% | -163.1% | -20.6% |
| YTD | -11.3% | +126.7% | -138.1% | -13.9% |
| 1Y | -24.7% | +67.2% | -92.0% | -26.3% |
| 3Y | +35.4% | +405.1% | -369.7% | +21.9% |
| 5Y | +42.4% | +86.2% | -43.7% | +28.9% |
| All | +42.4% | +89.4% | -47.0% | +28.9% |
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