-53.8%
OUST vs TCOM
+30.8%
-84.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.0% |
| 7D | +5.2% | -9.5% | +14.8% | +9.1% |
| 30D | -19.3% | -10.7% | -8.5% | -16.1% |
| 3M | -22.6% | -14.6% | -8.0% | -19.3% |
| 6M | +62.8% | -19.3% | +82.1% | +73.8% |
| YTD | +68.3% | -42.9% | +111.3% | +104.2% |
| 1Y | +28.5% | -43.8% | +72.3% | +57.3% |
| 3Y | +554.0% | +2.1% | +551.9% | +506.7% |
| All | -53.8% | +30.8% | -84.6% | -65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling