+573.7%
OUST vs TXT
+10.0%
+563.7%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -1.6% | -7.4% | -7.8% |
| 7D | -5.0% | -2.5% | -2.5% | -3.3% |
| 30D | -32.0% | +12.8% | -44.9% | -39.4% |
| 3M | -32.4% | -3.6% | -28.7% | -30.9% |
| 6M | +6.7% | -6.9% | +13.7% | +11.8% |
| YTD | +41.0% | -2.2% | +43.2% | +37.4% |
| 1Y | +18.0% | +6.3% | +11.7% | +5.7% |
| All | +573.7% | +10.0% | +563.7% | +440.9% |
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