+795.5%
TTMI vs OSCR
-9.0%
+804.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.8% | +3.3% |
| 7D | +0.7% | +1.6% | -0.9% | +0.5% |
| 30D | -8.4% | +10.7% | -19.1% | -9.4% |
| 3M | -32.5% | +13.4% | -45.8% | -33.6% |
| 6M | +32.5% | +144.6% | -112.1% | +19.5% |
| YTD | +83.2% | +128.0% | -44.8% | +66.0% |
| 1Y | +161.7% | +68.7% | +93.0% | +141.8% |
| 3Y | +890.1% | +398.8% | +491.4% | +677.9% |
| 5Y | +832.4% | +87.3% | +745.2% | +592.9% |
| All | +795.5% | -9.0% | +804.4% | +571.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling