+27.1%
OUST vs TKO
-2.2%
+29.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.2% | -2.8% |
| 7D | +4.0% | +0.7% | +3.4% | +3.9% |
| 30D | -14.0% | +0.9% | -14.9% | -14.1% |
| 3M | -5.9% | -6.2% | +0.3% | -5.8% |
| 6M | +76.4% | -5.6% | +82.0% | +76.8% |
| YTD | +67.5% | -7.8% | +75.3% | +69.7% |
| 1Y | +27.1% | -1.2% | +28.3% | +19.5% |
| All | +27.1% | -2.2% | +29.3% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling