+668.1%
OUST vs TCOM
+30.2%
+637.9%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +1.3% | +12.7% | +13.6% |
| 7D | +17.0% | +12.1% | +4.9% | +12.6% |
| 30D | -16.5% | +16.5% | -33.0% | -20.8% |
| 3M | -23.7% | -4.0% | -19.6% | -23.0% |
| 6M | +18.4% | -18.5% | +36.9% | +27.0% |
| YTD | +60.8% | -38.3% | +99.1% | +91.0% |
| 1Y | +44.2% | -36.6% | +80.8% | +68.9% |
| 3Y | +668.1% | +31.1% | +637.0% | +534.4% |
| All | +668.1% | +30.2% | +637.9% | +534.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling