+708.0%
OUST vs TCOM
+26.8%
+681.3%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.4% |
| 7D | +14.0% | +2.2% | +11.8% | +13.1% |
| 30D | +2.5% | +12.5% | -10.0% | -1.7% |
| 3M | -15.3% | -5.6% | -9.7% | -14.0% |
| 6M | +42.6% | -16.5% | +59.1% | +50.9% |
| YTD | +76.6% | -39.4% | +116.0% | +111.2% |
| 1Y | +54.1% | -41.0% | +95.0% | +86.3% |
| All | +708.0% | +26.8% | +681.3% | +575.2% |
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 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