-48.9%
TOST vs OSCR
+88.4%
-137.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -2.2% |
| 7D | -5.9% | +1.1% | -6.9% | -6.1% |
| 30D | -8.4% | +16.5% | -24.9% | -11.7% |
| 3M | +31.4% | +17.0% | +14.5% | +25.7% |
| 6M | +10.5% | +145.0% | -134.4% | -12.4% |
| YTD | -10.1% | +126.7% | -136.8% | -28.0% |
| 1Y | -19.9% | +67.2% | -87.2% | -32.8% |
| 3Y | +53.3% | +405.1% | -351.9% | -21.5% |
| All | -48.9% | +88.4% | -137.3% | -70.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling