-61.4%
OUST vs TKO
+429.2%
-490.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.0% | -2.1% | +1.7% |
| 7D | +12.7% | +7.2% | +5.6% | +10.8% |
| 30D | -13.6% | +4.7% | -18.3% | -14.7% |
| 3M | -8.3% | -3.2% | -5.1% | -8.0% |
| 6M | +85.0% | -2.9% | +87.8% | +84.9% |
| YTD | +73.2% | -5.8% | +79.0% | +73.8% |
| 1Y | +32.5% | -1.1% | +33.5% | +31.1% |
| 3Y | +643.8% | +111.1% | +532.8% | +531.6% |
| 5Y | -52.1% | +315.6% | -367.7% | -67.5% |
| All | -61.4% | +429.2% | -490.6% | -75.9% |
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