+287.3%
TSM vs OSCR
-11.8%
+299.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.0% | -0.5% |
| 7D | +4.8% | +4.7% | +0.1% | +4.3% |
| 30D | +4.0% | +14.8% | -10.7% | +2.6% |
| 3M | +2.0% | +16.7% | -14.7% | -0.1% |
| 6M | +25.5% | +127.5% | -102.0% | +14.2% |
| YTD | +44.0% | +121.0% | -77.0% | +31.1% |
| 1Y | +75.4% | +58.4% | +17.0% | +63.5% |
| 3Y | +406.7% | +392.4% | +14.3% | +299.3% |
| 5Y | +285.0% | +80.5% | +204.5% | +200.4% |
| All | +287.3% | -11.8% | +299.0% | +226.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling