-80.1%
TTD vs OSCR
-11.8%
-68.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.8% | -0.2% |
| 7D | -4.6% | +4.7% | -9.3% | -5.5% |
| 30D | +3.7% | +14.8% | -11.1% | +0.7% |
| 3M | -30.2% | +16.7% | -46.9% | -32.8% |
| 6M | -51.4% | +127.5% | -178.9% | -59.6% |
| YTD | -63.4% | +121.0% | -184.5% | -69.6% |
| 1Y | -73.5% | +58.4% | -131.9% | -76.9% |
| 3Y | -83.5% | +392.4% | -475.9% | -90.7% |
| 5Y | -80.9% | +80.5% | -161.4% | -89.0% |
| All | -80.1% | -11.8% | -68.3% | -84.2% |
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