-21.2%
TSLL vs OSCR
+56.5%
-77.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.8% | +3.6% | +0.6% |
| 7D | +5.1% | +4.7% | +0.4% | +4.2% |
| 30D | +20.0% | +14.8% | +5.2% | +16.9% |
| 3M | -23.8% | +16.7% | -40.4% | -26.4% |
| 6M | -30.3% | +127.5% | -157.8% | -43.9% |
| YTD | -47.7% | +121.0% | -168.7% | -57.5% |
| 1Y | -21.2% | +58.4% | -79.6% | -34.4% |
| All | -21.2% | +56.5% | -77.6% | -34.4% |
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