+650.1%
TSEM vs OSCR
+401.8%
+248.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | -4.9% | +1.6% | -6.5% | -4.9% |
| 30D | -18.7% | +10.7% | -29.4% | -19.0% |
| 3M | -18.1% | +13.4% | -31.5% | -18.5% |
| 6M | +77.1% | +144.6% | -67.5% | +69.3% |
| YTD | +80.1% | +128.0% | -47.9% | +72.5% |
| 1Y | +220.4% | +68.7% | +151.7% | +209.2% |
| 3Y | +650.1% | +398.8% | +251.3% | +569.8% |
| All | +650.1% | +401.8% | +248.2% | +569.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling