+60.8%
TMUS vs OSCR
-8.3%
+69.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | 0.0% |
| 7D | -0.3% | +10.7% | -10.9% | -0.6% |
| 30D | +3.1% | +18.3% | -15.2% | +2.6% |
| 3M | +2.4% | +20.5% | -18.1% | +1.7% |
| 6M | -17.1% | +138.5% | -155.6% | -19.4% |
| YTD | -9.1% | +129.7% | -138.8% | -11.6% |
| 1Y | -23.6% | +62.8% | -86.4% | -25.1% |
| 3Y | +38.8% | +411.8% | -372.9% | +26.0% |
| 5Y | +43.0% | +99.9% | -57.0% | +29.8% |
| All | +60.8% | -8.3% | +69.1% | +50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling