+145.9%
TT vs OSCR
+89.4%
+56.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.2% |
| 7D | -1.0% | +1.1% | -2.0% | -1.1% |
| 30D | -8.9% | +16.5% | -25.4% | -9.9% |
| 3M | -1.8% | +17.0% | -18.8% | -3.3% |
| 6M | +1.9% | +145.0% | -143.1% | -5.6% |
| YTD | +13.8% | +126.7% | -112.9% | +5.7% |
| 1Y | +6.1% | +67.2% | -61.1% | +0.2% |
| 3Y | +119.6% | +405.1% | -285.5% | +80.4% |
| 5Y | +145.9% | +86.2% | +59.7% | +96.8% |
| All | +145.9% | +89.4% | +56.4% | +96.8% |
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 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