-64.1%
OUST vs TENB
+4.7%
-68.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -4.6% | +18.6% | +16.2% |
| 7D | +17.0% | -17.0% | +34.0% | +27.6% |
| 30D | -16.5% | +8.2% | -24.7% | -20.0% |
| 3M | -23.7% | +16.5% | -40.1% | -32.0% |
| 6M | +18.4% | +99.1% | -80.7% | -20.9% |
| YTD | +60.8% | +79.0% | -18.3% | +11.3% |
| 1Y | +44.2% | +53.9% | -9.7% | +8.6% |
| 3Y | +668.1% | +13.8% | +654.3% | +570.4% |
| 5Y | -48.8% | -24.4% | -24.5% | -49.7% |
| All | -64.1% | +4.7% | -68.8% | -67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling