-46.0%
TSLL vs OSCR
+104.5%
-150.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +8.6% | -14.9% | -8.0% |
| 7D | -9.4% | +15.5% | -24.9% | -12.3% |
| 30D | +1.6% | +8.5% | -7.0% | -0.3% |
| 3M | +29.4% | +15.8% | +13.6% | +24.9% |
| 6M | -20.1% | +89.5% | -109.6% | -32.6% |
| YTD | -44.5% | +144.9% | -189.4% | -56.7% |
| 1Y | -46.0% | +105.1% | -151.1% | -56.9% |
| All | -46.0% | +104.5% | -150.5% | -56.9% |
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