-27.7%
TOST vs OSCR
+154.5%
-182.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.8% | +6.2% | +4.1% |
| 7D | 0.0% | +1.3% | -1.3% | -0.4% |
| 30D | +16.2% | -9.5% | +25.7% | +18.5% |
| 3M | -1.5% | +0.9% | -2.4% | -2.4% |
| 6M | +55.3% | +31.5% | +23.9% | +42.8% |
| YTD | -2.3% | +116.1% | -118.4% | -21.5% |
| 1Y | -5.5% | +122.6% | -128.1% | -25.6% |
| 3Y | +151.1% | +356.6% | -205.5% | +31.5% |
| All | -27.7% | +154.5% | -182.2% | -58.8% |
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