+80.5%
TSEM vs OSCR
+104.5%
-24.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +8.6% | -17.3% | -7.9% |
| 7D | -23.1% | +15.5% | -38.6% | -22.1% |
| 30D | -40.4% | +8.5% | -48.9% | -39.8% |
| 3M | -37.9% | +15.8% | -53.7% | -37.0% |
| 6M | -30.8% | +89.5% | -120.3% | -26.9% |
| YTD | +26.7% | +144.9% | -118.2% | +31.2% |
| 1Y | +80.5% | +105.1% | -24.6% | +85.1% |
| All | +80.5% | +104.5% | -24.0% | +85.1% |
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 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