+280.2%
TSM vs OSCR
+96.8%
+183.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.2% |
| 7D | +1.0% | +1.6% | -0.6% | +0.8% |
| 30D | +1.0% | +10.7% | -9.7% | -0.2% |
| 3M | +2.9% | +13.4% | -10.5% | +1.1% |
| 6M | +22.8% | +144.6% | -121.7% | +10.5% |
| YTD | +43.3% | +128.0% | -84.7% | +29.6% |
| 1Y | +69.2% | +68.7% | +0.5% | +56.3% |
| 3Y | +404.5% | +398.8% | +5.7% | +291.4% |
| All | +280.2% | +96.8% | +183.4% | +186.9% |
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