-51.7%
TSLL vs OSCR
+425.4%
-477.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | 0.0% |
| 7D | -11.0% | +3.3% | -14.3% | -11.7% |
| 30D | -5.3% | +0.3% | -5.6% | -5.5% |
| 3M | +20.8% | +21.0% | -0.1% | +15.6% |
| 6M | -36.0% | +57.1% | -93.1% | -43.2% |
| YTD | -47.3% | +132.9% | -180.2% | -57.5% |
| 1Y | -48.4% | +129.1% | -177.5% | -58.4% |
| 3Y | -5.4% | +370.7% | -376.2% | -44.3% |
| All | -51.7% | +425.4% | -477.1% | -72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling