+159.7%
TRV vs OSCR
+96.8%
+62.8%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +2.1% |
| 7D | +1.9% | +1.6% | +0.3% | +1.9% |
| 30D | +1.7% | +10.7% | -9.0% | +1.4% |
| 3M | +23.9% | +13.4% | +10.5% | +23.3% |
| 6M | +26.3% | +144.6% | -118.3% | +23.0% |
| YTD | +30.8% | +128.0% | -97.2% | +27.6% |
| 1Y | +36.3% | +68.7% | -32.3% | +33.7% |
| 3Y | +145.0% | +398.8% | -253.8% | +130.8% |
| All | +159.7% | +96.8% | +62.8% | +147.3% |
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