-49.1%
TSLL vs OSCR
+387.4%
-436.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.8% | -0.9% | -3.1% |
| 7D | +17.8% | +1.3% | +16.5% | +17.5% |
| 30D | +8.2% | -9.5% | +17.8% | +10.5% |
| 3M | +20.9% | +0.9% | +20.0% | +20.3% |
| 6M | -37.5% | +31.5% | -69.0% | -42.3% |
| YTD | -44.5% | +116.1% | -160.6% | -54.5% |
| 1Y | -33.0% | +122.6% | -155.5% | -45.7% |
| 3Y | -6.4% | +356.6% | -363.0% | -44.6% |
| All | -49.1% | +387.4% | -436.6% | -70.7% |
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