-65.5%
OUST vs TKO
+431.7%
-497.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +0.7% | -9.2% | -8.7% |
| 7D | -3.8% | +2.3% | -6.1% | -4.3% |
| 30D | +5.1% | +13.4% | -8.3% | +2.0% |
| 3M | -25.8% | -1.7% | -24.1% | -25.5% |
| 6M | -2.0% | +7.2% | -9.3% | -4.7% |
| YTD | +54.7% | -5.4% | +60.1% | +55.1% |
| 1Y | +48.8% | +8.7% | +40.1% | +43.5% |
| 3Y | +607.8% | +150.4% | +457.4% | +486.6% |
| 5Y | -52.7% | +276.6% | -329.3% | -67.5% |
| All | -65.5% | +431.7% | -497.2% | -78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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