-37.7%
TSLL vs OSCR
+132.2%
-169.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | 0.0% | -11.9% | -11.9% |
| 7D | +1.9% | +5.8% | -3.9% | +1.1% |
| 30D | +17.8% | +7.1% | +10.7% | +16.5% |
| 3M | -37.0% | +36.7% | -73.7% | -39.1% |
| 6M | -37.7% | +114.3% | -152.0% | -39.6% |
| All | -37.7% | +132.2% | -169.9% | -39.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling