+612.1%
TSEM vs OSCR
-9.5%
+621.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.6% | -6.5% | -4.1% |
| 7D | +0.9% | +1.1% | -0.1% | +0.8% |
| 30D | -16.6% | +16.5% | -33.1% | -17.4% |
| 3M | -10.9% | +17.0% | -27.9% | -12.0% |
| 6M | +78.0% | +145.0% | -66.9% | +65.8% |
| YTD | +77.2% | +126.7% | -49.5% | +65.5% |
| 1Y | +207.6% | +67.2% | +140.3% | +191.1% |
| 3Y | +637.8% | +405.1% | +232.7% | +504.3% |
| 5Y | +617.0% | +86.2% | +530.8% | +498.5% |
| All | +612.1% | -9.5% | +621.6% | +566.5% |
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