+577.1%
OUST vs TXT
+1.6%
+575.5%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.0% |
| 7D | +5.2% | -4.8% | +10.0% | +9.8% |
| 30D | -19.3% | -10.6% | -8.6% | -10.9% |
| 3M | -22.6% | -13.2% | -9.5% | -13.1% |
| 6M | +62.8% | -20.3% | +83.1% | +97.8% |
| YTD | +68.3% | -9.3% | +77.6% | +77.4% |
| 1Y | +28.5% | -2.7% | +31.2% | +26.9% |
| All | +577.1% | +1.6% | +575.5% | +496.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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