-24.6%
TNA vs OSCR
-9.0%
-15.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | -7.3% | +1.6% | -8.9% | -7.8% |
| 30D | -14.2% | +10.7% | -24.8% | -17.0% |
| 3M | -4.6% | +13.4% | -17.9% | -9.4% |
| 6M | +36.9% | +144.6% | -107.6% | +0.1% |
| YTD | +42.5% | +128.0% | -85.5% | +5.8% |
| 1Y | +45.8% | +68.7% | -22.9% | +16.1% |
| 3Y | +104.7% | +398.8% | -294.1% | -5.9% |
| 5Y | -21.7% | +87.3% | -109.0% | -59.5% |
| All | -24.6% | -9.0% | -15.6% | -41.6% |
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