+201.5%
TT vs OSCR
-9.0%
+210.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.6% |
| 7D | -1.2% | +1.6% | -2.8% | -1.3% |
| 30D | -7.3% | +10.7% | -18.0% | -8.0% |
| 3M | -3.6% | +13.4% | -17.0% | -4.7% |
| 6M | +2.8% | +144.6% | -141.7% | -4.2% |
| YTD | +14.5% | +128.0% | -113.5% | +6.9% |
| 1Y | +7.4% | +68.7% | -61.2% | +1.8% |
| 3Y | +116.2% | +398.8% | -282.5% | +81.6% |
| 5Y | +147.4% | +87.3% | +60.1% | +101.3% |
| All | +201.5% | -9.0% | +210.5% | +148.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling