+25.5%
TSM vs OSCR
+132.2%
-106.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.0% | -0.7% |
| 7D | +4.8% | +4.7% | +0.1% | +4.6% |
| 30D | +4.0% | +14.8% | -10.7% | +3.2% |
| 3M | +2.0% | +16.7% | -14.7% | +0.5% |
| 6M | +25.5% | +127.5% | -102.0% | -1.3% |
| All | +25.5% | +132.2% | -106.7% | -1.3% |
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