-83.4%
TTD vs OSCR
+401.8%
-485.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.1% | +2.6% |
| 7D | -0.6% | +1.6% | -2.2% | -0.8% |
| 30D | +6.3% | +10.7% | -4.4% | +5.1% |
| 3M | -24.1% | +13.4% | -37.5% | -25.4% |
| 6M | -47.4% | +144.6% | -192.0% | -52.5% |
| YTD | -62.2% | +128.0% | -190.3% | -65.7% |
| 1Y | -68.3% | +68.7% | -137.0% | -70.6% |
| 3Y | -83.4% | +398.8% | -482.2% | -88.7% |
| All | -83.4% | +401.8% | -485.3% | -88.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling