-64.1%
OUST vs TKO
+419.6%
-483.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +1.0% | +13.0% | +13.8% |
| 7D | +17.0% | +5.7% | +11.3% | +15.6% |
| 30D | -16.5% | +6.9% | -23.4% | -17.8% |
| 3M | -23.7% | +2.4% | -26.1% | -24.2% |
| 6M | +18.4% | +1.1% | +17.3% | +17.0% |
| YTD | +60.8% | -7.5% | +68.3% | +62.0% |
| 1Y | +44.2% | +7.2% | +37.0% | +39.4% |
| 3Y | +668.1% | +131.3% | +536.8% | +544.6% |
| 5Y | -48.8% | +250.8% | -299.7% | -64.5% |
| All | -64.1% | +419.6% | -483.8% | -77.5% |
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 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