+172.7%
TRV vs OSCR
-9.5%
+182.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.0% | +0.5% |
| 7D | -1.5% | +1.1% | -2.5% | -1.5% |
| 30D | -1.8% | +16.5% | -18.3% | -2.2% |
| 3M | +21.6% | +17.0% | +4.6% | +21.0% |
| 6M | +22.5% | +145.0% | -122.5% | +19.6% |
| YTD | +28.1% | +126.7% | -98.6% | +25.3% |
| 1Y | +37.0% | +67.2% | -30.2% | +34.7% |
| 3Y | +141.9% | +405.1% | -263.2% | +129.6% |
| 5Y | +158.5% | +86.2% | +72.3% | +144.1% |
| All | +172.7% | -9.5% | +182.2% | +158.1% |
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 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