+12.3%
TPR vs OSCR
+64.1%
-51.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.2% |
| 7D | -3.0% | +1.6% | -4.6% | -3.1% |
| 30D | -22.6% | +10.7% | -33.3% | -23.1% |
| 3M | -18.2% | +13.4% | -31.5% | -19.0% |
| 6M | -18.0% | +144.6% | -162.5% | -25.9% |
| YTD | -6.4% | +128.0% | -134.4% | -15.0% |
| 1Y | +12.3% | +68.7% | -56.4% | +5.5% |
| All | +12.3% | +64.1% | -51.8% | +5.5% |
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