+617.1%
OUST vs TKO
+98.5%
+518.6%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.2% |
| 7D | +5.2% | +0.7% | +4.5% | +5.0% |
| 30D | -19.3% | +1.6% | -20.9% | -19.6% |
| 3M | -22.6% | -7.8% | -14.9% | -21.5% |
| 6M | +62.8% | -13.3% | +76.1% | +68.1% |
| YTD | +68.3% | -10.3% | +78.6% | +71.1% |
| 1Y | +28.5% | -0.6% | +29.2% | +26.4% |
| All | +617.1% | +98.5% | +518.6% | +555.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling