-65.5%
OUST vs TCOM
+33.1%
-98.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +0.9% | -9.4% | -8.8% |
| 7D | -3.8% | -1.8% | -2.0% | -3.2% |
| 30D | +5.1% | +12.1% | -7.0% | +0.7% |
| 3M | -25.8% | -3.2% | -22.6% | -25.5% |
| 6M | -2.0% | -16.6% | +14.6% | +2.6% |
| YTD | +54.7% | -39.4% | +94.1% | +81.0% |
| 1Y | +48.8% | -41.5% | +90.3% | +76.4% |
| 3Y | +607.8% | +24.4% | +583.4% | +517.5% |
| 5Y | -52.7% | +41.6% | -94.3% | -64.9% |
| All | -65.5% | +33.1% | -98.5% | -73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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