+203.9%
TT vs OSCR
-8.3%
+212.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.6% |
| 7D | +1.6% | +10.7% | -9.1% | +0.9% |
| 30D | -7.3% | +18.3% | -25.6% | -8.4% |
| 3M | -2.6% | +20.5% | -23.1% | -4.1% |
| 6M | +5.9% | +138.5% | -132.6% | -1.2% |
| YTD | +15.4% | +129.7% | -114.3% | +7.7% |
| 1Y | +8.2% | +62.8% | -54.5% | +2.9% |
| 3Y | +122.7% | +411.8% | -289.1% | +86.6% |
| 5Y | +145.0% | +99.9% | +45.0% | +99.3% |
| All | +203.9% | -8.3% | +212.2% | +150.6% |
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