+766.4%
TTMI vs OSCR
-9.5%
+775.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -1.8% |
| 7D | +6.0% | +1.1% | +5.0% | +5.9% |
| 30D | -6.4% | +16.5% | -22.9% | -7.9% |
| 3M | -28.9% | +17.0% | -45.9% | -30.4% |
| 6M | +26.9% | +145.0% | -118.1% | +14.4% |
| YTD | +77.3% | +126.7% | -49.4% | +60.7% |
| 1Y | +147.5% | +67.2% | +80.3% | +128.9% |
| 3Y | +847.6% | +405.1% | +442.5% | +643.6% |
| 5Y | +802.2% | +86.2% | +716.0% | +570.8% |
| All | +766.4% | -9.5% | +775.9% | +550.1% |
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