-64.1%
OUST vs TCOM
+35.5%
-99.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +1.3% | +12.7% | +13.6% |
| 7D | +17.0% | +12.1% | +4.9% | +12.4% |
| 30D | -16.5% | +16.5% | -33.0% | -21.0% |
| 3M | -23.7% | -4.0% | -19.6% | -23.1% |
| 6M | +18.4% | -18.5% | +36.9% | +25.4% |
| YTD | +60.8% | -38.3% | +99.1% | +87.1% |
| 1Y | +44.2% | -36.6% | +80.8% | +65.8% |
| 3Y | +668.1% | +31.1% | +637.0% | +557.5% |
| 5Y | -48.8% | +47.6% | -96.4% | -62.4% |
| All | -64.1% | +35.5% | -99.6% | -72.4% |
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