+623.9%
TSEM vs OSCR
-9.0%
+632.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | -4.9% | +1.6% | -6.5% | -5.0% |
| 30D | -18.7% | +10.7% | -29.4% | -19.3% |
| 3M | -18.1% | +13.4% | -31.5% | -19.0% |
| 6M | +77.1% | +144.6% | -67.5% | +64.9% |
| YTD | +80.1% | +128.0% | -47.9% | +68.2% |
| 1Y | +220.4% | +68.7% | +151.7% | +203.0% |
| 3Y | +650.1% | +398.8% | +251.3% | +515.1% |
| 5Y | +628.9% | +87.3% | +541.6% | +508.2% |
| All | +623.9% | -9.0% | +632.9% | +577.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling