+577.1%
OUST vs TCOM
+7.1%
+570.0%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.0% |
| 7D | +5.2% | -9.5% | +14.8% | +8.9% |
| 30D | -19.3% | -10.7% | -8.5% | -16.2% |
| 3M | -22.6% | -14.6% | -8.0% | -19.1% |
| 6M | +62.8% | -19.3% | +82.1% | +74.4% |
| YTD | +68.3% | -42.9% | +111.3% | +106.4% |
| 1Y | +28.5% | -43.8% | +72.3% | +59.1% |
| All | +577.1% | +7.1% | +570.0% | +533.4% |
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