+17.4%
TSCO vs OSCR
-9.0%
+26.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -5.7% | +1.6% | -7.3% | -5.8% |
| 30D | -8.8% | +10.7% | -19.4% | -9.4% |
| 3M | +6.3% | +13.4% | -7.0% | +5.2% |
| 6M | -32.3% | +144.6% | -176.8% | -36.3% |
| YTD | -32.7% | +128.0% | -160.7% | -36.6% |
| 1Y | -43.7% | +68.7% | -112.3% | -46.3% |
| 3Y | -19.7% | +398.8% | -418.4% | -31.8% |
| 5Y | -11.6% | +87.3% | -98.9% | -26.4% |
| All | +17.4% | -9.0% | +26.4% | +3.8% |
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