+223.2%
TPR vs OSCR
-8.3%
+231.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.4% | -6.1% | -4.0% |
| 7D | -3.4% | +10.7% | -14.0% | -4.4% |
| 30D | -27.3% | +18.3% | -45.6% | -28.7% |
| 3M | -16.2% | +20.5% | -36.8% | -18.4% |
| 6M | -17.9% | +138.5% | -156.4% | -26.4% |
| YTD | -7.1% | +129.7% | -136.8% | -16.7% |
| 1Y | +13.6% | +62.8% | -49.2% | +4.8% |
| 3Y | +293.7% | +411.8% | -118.0% | +199.6% |
| 5Y | +239.1% | +99.9% | +139.2% | +142.3% |
| All | +223.2% | -8.3% | +231.5% | +156.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling