-30.5%
TSCO vs OSCR
+105.0%
-135.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.6% | -4.4% | +3.8% |
| 7D | +15.7% | +15.5% | +0.3% | +15.0% |
| 30D | +16.4% | +8.5% | +7.9% | +15.9% |
| 3M | +11.2% | +15.8% | -4.6% | +10.4% |
| 6M | +14.9% | +89.5% | -74.6% | +12.8% |
| YTD | -25.4% | +144.9% | -170.3% | -26.9% |
| All | -30.5% | +105.0% | -135.5% | -31.9% |
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