-62.4%
OUST vs TKO
+404.0%
-466.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.1% |
| 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% | +67.7% |
| YTD | +68.3% | -10.3% | +78.6% | +71.0% |
| 1Y | +28.5% | -0.6% | +29.2% | +27.0% |
| 3Y | +554.0% | +88.5% | +465.6% | +470.7% |
| 5Y | -56.2% | +284.7% | -340.9% | -69.8% |
| All | -62.4% | +404.0% | -466.4% | -76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling