-0.8%
TOST vs OSCR
+104.5%
-105.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +8.6% | -3.1% | +4.8% |
| 7D | +10.7% | +15.5% | -4.7% | +9.5% |
| 30D | +17.7% | +8.5% | +9.2% | +16.9% |
| 3M | +4.6% | +15.8% | -11.2% | +3.4% |
| 6M | +20.3% | +89.5% | -69.2% | +14.9% |
| YTD | -0.4% | +144.9% | -145.3% | -7.5% |
| 1Y | -0.8% | +105.1% | -105.8% | -8.2% |
| All | -0.8% | +104.5% | -105.2% | -8.2% |
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