-48.1%
TOST vs OSCR
+83.7%
-131.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.8% | +1.3% | -1.7% |
| 7D | -4.7% | +4.7% | -9.4% | -5.7% |
| 30D | -9.1% | +14.8% | -23.9% | -12.1% |
| 3M | +29.8% | +16.7% | +13.1% | +24.2% |
| 6M | +10.0% | +127.5% | -117.5% | -11.2% |
| YTD | -8.6% | +121.0% | -129.6% | -26.4% |
| 1Y | -20.7% | +58.4% | -79.1% | -32.5% |
| 3Y | +55.7% | +392.4% | -336.7% | -19.8% |
| All | -48.1% | +83.7% | -131.8% | -70.1% |
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