-61.4%
OUST vs TCOM
+23.7%
-85.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +3.4% |
| 7D | +12.7% | -7.6% | +20.3% | +15.8% |
| 30D | -13.6% | -12.2% | -1.4% | -9.9% |
| 3M | -8.3% | -14.2% | +5.9% | -4.8% |
| 6M | +85.0% | -25.0% | +110.0% | +102.5% |
| YTD | +73.2% | -43.7% | +116.9% | +108.8% |
| 1Y | +32.5% | -44.5% | +77.0% | +61.0% |
| 3Y | +643.8% | +13.4% | +630.4% | +572.0% |
| 5Y | -52.1% | +26.5% | -78.6% | -63.2% |
| All | -61.4% | +23.7% | -85.0% | -69.2% |
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