-51.3%
OUST vs TKO
+250.1%
-301.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +1.0% | +13.0% | +13.7% |
| 7D | +17.0% | +5.7% | +11.3% | +15.4% |
| 30D | -16.5% | +6.9% | -23.4% | -18.0% |
| 3M | -23.7% | +2.4% | -26.1% | -24.2% |
| 6M | +18.4% | +1.1% | +17.3% | +16.8% |
| YTD | +60.8% | -7.5% | +68.3% | +62.1% |
| 1Y | +44.2% | +7.2% | +37.0% | +38.5% |
| 3Y | +668.1% | +131.3% | +536.8% | +530.9% |
| All | -51.3% | +250.1% | -301.3% | -71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling