-62.3%
OUST vs TENB
+2.0%
-64.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.4% | +0.1% | -2.2% |
| 7D | +19.9% | -7.0% | +27.0% | +23.8% |
| 30D | +3.6% | -0.6% | +4.2% | +3.5% |
| 3M | -20.6% | +10.9% | -31.6% | -27.5% |
| 6M | +35.1% | +95.4% | -60.3% | -8.6% |
| YTD | +69.1% | +74.5% | -5.3% | +18.7% |
| 1Y | +49.9% | +49.2% | +0.7% | +14.6% |
| 3Y | +642.4% | +9.7% | +632.7% | +559.7% |
| 5Y | -48.3% | -24.6% | -23.7% | -49.1% |
| All | -62.3% | +2.0% | -64.3% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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