+225.2%
TPR vs OSCR
+89.4%
+135.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +1.6% |
| 7D | -5.1% | +1.1% | -6.2% | -5.2% |
| 30D | -27.6% | +16.5% | -44.0% | -28.9% |
| 3M | -17.5% | +17.0% | -34.4% | -19.4% |
| 6M | -21.3% | +145.0% | -166.3% | -30.2% |
| YTD | -8.5% | +126.7% | -135.2% | -18.3% |
| 1Y | +11.5% | +67.2% | -55.8% | +2.0% |
| 3Y | +288.0% | +405.1% | -117.1% | +188.6% |
| 5Y | +225.2% | +86.2% | +139.0% | +113.1% |
| All | +225.2% | +89.4% | +135.7% | +113.1% |
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