-44.0%
TSLL vs OSCR
+118.0%
-162.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -4.1% | +9.9% | +6.9% |
| 7D | +0.5% | -8.8% | +9.2% | +3.1% |
| 30D | +2.7% | -5.6% | +8.2% | +4.2% |
| 3M | +26.3% | +14.8% | +11.5% | +21.3% |
| 6M | -37.2% | +46.0% | -83.1% | -45.5% |
| YTD | -44.2% | +123.5% | -167.7% | -60.0% |
| 1Y | -44.0% | +116.2% | -160.2% | -59.8% |
| All | -44.0% | +118.0% | -162.0% | -59.8% |
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 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