-53.1%
TSLL vs OSCR
+411.5%
-464.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.6% | -4.9% | -2.9% |
| 7D | -7.3% | +1.1% | -8.4% | -7.5% |
| 30D | +15.8% | +16.5% | -0.7% | +12.0% |
| 3M | -19.5% | +17.0% | -36.5% | -22.7% |
| 6M | -32.1% | +145.0% | -177.0% | -45.6% |
| YTD | -48.9% | +126.7% | -175.6% | -58.4% |
| 1Y | -23.4% | +67.2% | -90.6% | -34.7% |
| 3Y | -28.6% | +405.1% | -433.7% | -58.8% |
| All | -53.1% | +411.5% | -464.6% | -73.2% |
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