-72.2%
TTD vs OSCR
+75.7%
-148.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | +6.3% | +5.8% | +0.5% | +5.7% |
| 30D | -23.9% | +7.1% | -31.0% | -24.4% |
| 3M | -31.4% | +36.7% | -68.0% | -33.4% |
| 6M | -42.7% | +114.3% | -157.0% | -46.0% |
| YTD | -62.0% | +124.4% | -186.4% | -64.3% |
| 1Y | -72.2% | +75.5% | -147.7% | -73.4% |
| All | -72.2% | +75.7% | -148.0% | -73.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling