+76.5%
TXN vs OSCR
+401.8%
-325.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.6% | +3.2% | +3.8% |
| 7D | +4.0% | +1.6% | +2.4% | +3.9% |
| 30D | -2.9% | +10.7% | -13.5% | -3.5% |
| 3M | -9.1% | +13.4% | -22.4% | -10.0% |
| 6M | +36.6% | +144.6% | -107.9% | +27.7% |
| YTD | +57.5% | +128.0% | -70.6% | +47.4% |
| 1Y | +49.5% | +68.7% | -19.1% | +42.0% |
| 3Y | +76.5% | +398.8% | -322.2% | +46.1% |
| All | +76.5% | +401.8% | -325.3% | +46.1% |
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 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